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

Interface Summary

Interface	Description
DoubleFunction1D	Defines a family of functions that take real arguments and return real values.
VectorFunctionProvider<T>	Interface for anything the provides a vector function which depends on some extraneous data.

Class Summary

Class	Description
ConcatenatedVectorFunction	For the set of $k$ vector functions $f_i: \mathbb{R}^{m_i} \to \mathbb{R}^{n_i} \quad x_i \mapsto f_i(x_i) = y_i$ this forms the function $f: \mathbb{R}^{m} \to \mathbb{R}^{n} \quad x_i \mapsto f(x) = y$ where $n = \sum_{i=1}^k n_i$ and $m = \sum_{i=1}^k m_i$ and $x = (x_1,x_2,\dots,x_k)$ \& $y = (y_1,y_2,\dots,y_k)$.
DoublesVectorFunctionProvider	An abstraction for anything that provides a VectorFunction for a set of data points (as Double).
ParameterizedCurve	A parameterised curve that gives the both the curve (the function y=f(x) where x and y are scalars) and the curve sensitivity (dy/dp where p is one of the parameters) for given parameters.
ParameterizedCurveVectorFunction	This is simply a VectorFunction backed by a ParameterizedCurve.
ParameterizedCurveVectorFunctionProvider	A provider of a ParameterizedCurveVectorFunction.
ParameterizedFunction<S,T,U>	This class defines a 1-D function that takes both its argument and parameters inputs into the ParameterizedFunction.evaluate(S, T) method.
ParameterizedSurface	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.
PiecewisePolynomialFunction1D	Give a struct PiecewisePolynomialResult, Compute value, first derivative and integral of piecewise polynomial function.
PiecewisePolynomialFunction2D	Computes value, first derivative and integral of piecewise polynomial function.
PiecewisePolynomialWithSensitivityFunction1D	Give a class PiecewisePolynomialResultsWithSensitivity, compute node sensitivity of function value, first derivative value and second derivative value.
RealPolynomialFunction1D	Class representing a polynomial that has real coefficients and takes a real argument.
VectorFunction	Abstraction for the vector function $f: \mathbb{R}^m \to \mathbb{R}^n \quad x \mapsto f(x)$ where the Jacobian $j : \mathbb{R}^m \to \mathbb{R}^{n\times m} \quad x \mapsto j(x)$ is also provided.