Class ParameterizedSurface
- java.lang.Object
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- com.opengamma.strata.math.impl.function.ParameterizedFunction<DoublesPair,DoubleArray,Double>
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- com.opengamma.strata.math.impl.function.ParameterizedSurface
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public abstract class ParameterizedSurface extends ParameterizedFunction<DoublesPair,DoubleArray,Double>
A parameterised surface that gives the both the surface (the function z=f(xy) where xy is a 2D point and z is a scalar) and the surface sensitivity (dz/dp where p is one of the parameters) for given parameters.
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Constructor Summary
Constructors Constructor Description ParameterizedSurface()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Function<DoublesPair,DoubleArray>
getZParameterSensitivity(DoubleArray params)
For a function of two variables (surface) that can be written as $z=f(x, y;\boldsymbol{\theta})$ where x, y & z are scalars and $\boldsymbol{\theta})$ is a vector of parameters (i.e.-
Methods inherited from class com.opengamma.strata.math.impl.function.ParameterizedFunction
asFunctionOfArguments, asFunctionOfParameters, evaluate, getNumberOfParameters
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Method Detail
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getZParameterSensitivity
public Function<DoublesPair,DoubleArray> getZParameterSensitivity(DoubleArray params)
For a function of two variables (surface) that can be written as $z=f(x, y;\boldsymbol{\theta})$ where x, y & z are scalars and $\boldsymbol{\theta})$ is a vector of parameters (i.e. $x,y,z \in \mathbb{R}$ and $\boldsymbol{\theta} \in \mathbb{R}^n$) this returns the function $g : \mathbb{R} \to \mathbb{R}^n; x,y \mapsto g(x,y)$, which is the function's (curves') sensitivity to its parameters, i.e. $g(x,y) = \frac{\partial f(x,y;\boldsymbol{\theta})}{\partial \boldsymbol{\theta}}$The default calculation is performed using finite difference (via
ScalarFieldFirstOrderDifferentiator
) but it is expected that this will be overridden by concrete subclasses.- Parameters:
params
- The value of the parameters ($\boldsymbol{\theta}$) at which the sensitivity is calculated- Returns:
- The sensitivity as a function with a DoublesPair (x,y) as its single argument and a vector as its return value
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