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

Class PiecewisePolynomialWithSensitivityFunction1D

java.lang.Object

com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

com.opengamma.strata.math.impl.function.PiecewisePolynomialWithSensitivityFunction1D

public class PiecewisePolynomialWithSensitivityFunction1D
extends PiecewisePolynomialFunction1D

Give a class PiecewisePolynomialResultsWithSensitivity, compute node sensitivity of function value, first derivative value and second derivative value.

Constructor Summary

Constructors

Constructor	Description
PiecewisePolynomialWithSensitivityFunction1D()

Method Summary

Modifier and Type	Method	Description
DoubleArray	differentiateNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp, double xKey)	Differentiates the node sensitivity.
DoubleArray[]	differentiateNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp, double[] xKeys)	Differentiates the node sensitivity.
DoubleArray	differentiateTwiceNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp, double xKey)	Differentiates the node sensitivity.
DoubleArray[]	differentiateTwiceNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp, double[] xKeys)	Differentiates the node sensitivity.
DoubleArray	nodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp, double xKey)	Finds the node sensitivity.
DoubleArray[]	nodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp, double[] xKeys)	Finds the node sensitivity.

Methods inherited from class com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

differentiate, differentiate, differentiateTwice, differentiateTwice, evaluate, evaluate, evaluate, evaluateAndDifferentiate, getValue, getValue, integrate, integrate

Methods inherited from class java.lang.Object

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

Constructor Detail

PiecewisePolynomialWithSensitivityFunction1D

public PiecewisePolynomialWithSensitivityFunction1D()

Method Detail

nodeSensitivity

public DoubleArray nodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp,
                                   double xKey)

Finds the node sensitivity.

Parameters:

pp - the PiecewisePolynomialResultsWithSensitivity

xKey - the key

Returns:

Node sensitivity value at x=xKey

nodeSensitivity

public DoubleArray[] nodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp,
                                     double[] xKeys)

Finds the node sensitivity.

Parameters:

pp - the PiecewisePolynomialResultsWithSensitivity

xKeys - the keys

Returns:

the node sensitivity value at x=xKeys

differentiateNodeSensitivity

public DoubleArray differentiateNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp,
                                                double xKey)

Differentiates the node sensitivity.

Parameters:

pp - the PiecewisePolynomialResultsWithSensitivity

xKey - the key

Returns:

the node sensitivity of derivative value at x=xKey

differentiateNodeSensitivity

public DoubleArray[] differentiateNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp,
                                                  double[] xKeys)

Differentiates the node sensitivity.

Parameters:

pp - the PiecewisePolynomialResultsWithSensitivity

xKeys - the keys

Returns:

the node sensitivity of derivative value at x=xKeys

differentiateTwiceNodeSensitivity

public DoubleArray differentiateTwiceNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp,
                                                     double xKey)

Differentiates the node sensitivity.

Parameters:

pp - the PiecewisePolynomialResultsWithSensitivity

xKey - the key

Returns:

the node sensitivity of second derivative value at x=xKey

differentiateTwiceNodeSensitivity

public DoubleArray[] differentiateTwiceNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp,
                                                       double[] xKeys)

Differentiates the node sensitivity.

Parameters:

pp - the PiecewisePolynomialResultsWithSensitivity

xKeys - the keys

Returns:

the node sensitivity of second derivative value at x=xKeys