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

Class PiecewisePolynomialFunction2D

java.lang.Object

com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

public class PiecewisePolynomialFunction2D
extends Object

Computes value, first derivative and integral of piecewise polynomial function.

Constructor Summary

Constructors

Constructor	Description
PiecewisePolynomialFunction2D()	Creates an instance.

Method Summary

Modifier and Type	Method	Description
DoubleMatrix	differentiateCross(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)	Finds the cross derivative.
double	differentiateCross(PiecewisePolynomialResult2D pp, double x0Key, double x1Key)	Finds the cross derivative.
DoubleMatrix	differentiateTwiceX0(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)	Finds the second derivative.
double	differentiateTwiceX0(PiecewisePolynomialResult2D pp, double x0Key, double x1Key)	Finds the second derivative.
DoubleMatrix	differentiateTwiceX1(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)	Finds the second derivative.
double	differentiateTwiceX1(PiecewisePolynomialResult2D pp, double x0Key, double x1Key)	Finds the second derivative.
DoubleMatrix	differentiateX0(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)	Finds the first derivative.
double	differentiateX0(PiecewisePolynomialResult2D pp, double x0Key, double x1Key)	Finds the first derivative.
DoubleMatrix	differentiateX1(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)	Finds the first derivative.
double	differentiateX1(PiecewisePolynomialResult2D pp, double x0Key, double x1Key)	Finds the first derivative.
DoubleMatrix	evaluate(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)	Evaluates the function.
double	evaluate(PiecewisePolynomialResult2D pp, double x0Key, double x1Key)	Evaluates the function.

Methods inherited from class java.lang.Object

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

Constructor Detail

PiecewisePolynomialFunction2D

public PiecewisePolynomialFunction2D()

Creates an instance.

Method Detail

evaluate

public double evaluate(PiecewisePolynomialResult2D pp,
                       double x0Key,
                       double x1Key)

Evaluates the function.

Parameters:

pp - the PiecewisePolynomialResult2D

x0Key - the first key

x1Key - the second key

Returns:

the value of piecewise polynomial function in 2D at (x0Key, x1Key)

evaluate

public DoubleMatrix evaluate(PiecewisePolynomialResult2D pp,
                             double[] x0Keys,
                             double[] x1Keys)

Evaluates the function.

Parameters:

pp - the PiecewisePolynomialResult2D

x0Keys - the first keys

x1Keys - the first keys

Returns:

the values of piecewise polynomial function in 2D at (x0Keys_i, x1Keys_j)

differentiateX0

public double differentiateX0(PiecewisePolynomialResult2D pp,
                              double x0Key,
                              double x1Key)

Finds the first derivative.

Parameters:

pp - the PiecewisePolynomialResult2D

x0Key - the first key

x1Key - the second key

Returns:

the value of first derivative of two-dimensional piecewise polynomial function with respect to x0 at (x0Keys_i, x1Keys_j)

differentiateX1

public double differentiateX1(PiecewisePolynomialResult2D pp,
                              double x0Key,
                              double x1Key)

Finds the first derivative.

Parameters:

pp - the PiecewisePolynomialResult2D

x0Key - the first key

x1Key - the second key

Returns:

the value of first derivative of two-dimensional piecewise polynomial function with respect to x1 at (x0Keys_i, x1Keys_j)

differentiateX0

public DoubleMatrix differentiateX0(PiecewisePolynomialResult2D pp,
                                    double[] x0Keys,
                                    double[] x1Keys)

Finds the first derivative.

Parameters:

pp - the PiecewisePolynomialResult2D

x0Keys - the first keys

x1Keys - the second keys

Returns:

Values of first derivative of two-dimensional piecewise polynomial function with respect to x0 at (x0Keys_i, x1Keys_j)

differentiateX1

public DoubleMatrix differentiateX1(PiecewisePolynomialResult2D pp,
                                    double[] x0Keys,
                                    double[] x1Keys)

Finds the first derivative.

Parameters:

pp - the PiecewisePolynomialResult2D

x0Keys - the first keys

x1Keys - the second keys

Returns:

Values of first derivative of two-dimensional piecewise polynomial function with respect to x1 at (x0Keys_i, x1Keys_j)

differentiateCross

public double differentiateCross(PiecewisePolynomialResult2D pp,
                                 double x0Key,
                                 double x1Key)

Finds the cross derivative.

Parameters:

pp - the PiecewisePolynomialResult2D

x0Key - the first key

x1Key - the second key

Returns:

the value of cross derivative of two-dimensional piecewise polynomial function at (x0Keys_i, x1Keys_j)

differentiateTwiceX0

public double differentiateTwiceX0(PiecewisePolynomialResult2D pp,
                                   double x0Key,
                                   double x1Key)

Finds the second derivative.

Parameters:

pp - the PiecewisePolynomialResult2D

x0Key - the first key

x1Key - the second key

Returns:

the value of second derivative of two-dimensional piecewise polynomial function with respect to x0 at (x0Keys_i, x1Keys_j)

differentiateTwiceX1

public double differentiateTwiceX1(PiecewisePolynomialResult2D pp,
                                   double x0Key,
                                   double x1Key)

Finds the second derivative.

Parameters:

pp - the PiecewisePolynomialResult2D

x0Key - the first key

x1Key - the second key

Returns:

the value of second derivative of two-dimensional piecewise polynomial function with respect to x1 at (x0Keys_i, x1Keys_j)

differentiateCross

public DoubleMatrix differentiateCross(PiecewisePolynomialResult2D pp,
                                       double[] x0Keys,
                                       double[] x1Keys)

Finds the cross derivative.

Parameters:

pp - the PiecewisePolynomialResult2D

x0Keys - the first keys

x1Keys - the second keys

Returns:

the values of cross derivative of two-dimensional piecewise polynomial function at (x0Keys_i, x1Keys_j)

differentiateTwiceX0

public DoubleMatrix differentiateTwiceX0(PiecewisePolynomialResult2D pp,
                                         double[] x0Keys,
                                         double[] x1Keys)

Finds the second derivative.

Parameters:

pp - the PiecewisePolynomialResult2D

x0Keys - the first keys

x1Keys - the second keys

Returns:

the values of second derivative of two-dimensional piecewise polynomial function with respect to x0 at (x0Keys_i, x1Keys_j)

differentiateTwiceX1

public DoubleMatrix differentiateTwiceX1(PiecewisePolynomialResult2D pp,
                                         double[] x0Keys,
                                         double[] x1Keys)

Finds the second derivative.

Parameters:

pp - the PiecewisePolynomialResult2D

x0Keys - the first keys

x1Keys - the second keys

Returns:

the values of second derivative of two-dimensional piecewise polynomial function with respect to x1 at (x0Keys_i, x1Keys_j)