Package com.opengamma.strata.math.impl.function

Class ParameterizedCurveVectorFunction

java.lang.Object

com.opengamma.strata.math.impl.function.VectorFunction

com.opengamma.strata.math.impl.function.ParameterizedCurveVectorFunction

All Implemented Interfaces:

Function<DoubleArray,DoubleArray>

public class ParameterizedCurveVectorFunction
extends VectorFunction

This is simply a VectorFunction backed by a ParameterizedCurve.

Constructor Summary

Constructors

Constructor	Description
ParameterizedCurveVectorFunction(double[] samplePoints, ParameterizedCurve curve)	Creates an instance with a sampled (parameterised) curve.

Method Summary

Modifier and Type	Method	Description
DoubleArray	apply(DoubleArray curveParameters)	Build a curve given the parameters, then return its value at the sample points.
DoubleMatrix	calculateJacobian(DoubleArray x)	Calculate the Jacobian at a point $\mathbf{x}$.
int	getLengthOfDomain()	The length of the input vector $\mathbf{x}$.
int	getLengthOfRange()	The length of the output vector $\mathbf{y}$.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface java.util.function.Function

andThen, compose

Constructor Detail

ParameterizedCurveVectorFunction

public ParameterizedCurveVectorFunction(double[] samplePoints,
                                        ParameterizedCurve curve)

Creates an instance with a sampled (parameterised) curve.

Parameters:

samplePoints - the points where we sample the curve

curve - a parameterised curve

Method Detail

calculateJacobian

public DoubleMatrix calculateJacobian(DoubleArray x)

Description copied from class: VectorFunction

Calculate the Jacobian at a point $\mathbf{x}$. For a function $f: \mathbb{R}^m \to \mathbb{R}^n \quad x \mapsto f(x)$, the Jacobian is a n by m matrix.

Specified by:

calculateJacobian in class VectorFunction

Parameters:

x - the input vector $\mathbf{x}$

Returns:

the Jacobian $\mathbf{J}$

getLengthOfDomain

public int getLengthOfDomain()

Description copied from class: VectorFunction

The length of the input vector $\mathbf{x}$.

Specified by:

getLengthOfDomain in class VectorFunction

Returns:

length of input vector (domain)

getLengthOfRange

public int getLengthOfRange()

Description copied from class: VectorFunction

The length of the output vector $\mathbf{y}$.

Specified by:

getLengthOfRange in class VectorFunction

Returns:

length of output vector (range)

apply

public DoubleArray apply(DoubleArray curveParameters)

Build a curve given the parameters, then return its value at the sample points.

Parameters:

curveParameters - the curve parameters

Returns:

the curve value at the sample points