Class BasisFunctionAggregation<T>
- java.lang.Object
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- com.opengamma.strata.math.impl.interpolation.BasisFunctionAggregation<T>
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Constructor Summary
Constructors Constructor Description BasisFunctionAggregation(List<Function<T,Double>> functions, double[] weights)
Creates an instance.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Double
apply(T x)
Pair<Double,DoubleArray>
valueAndWeightSensitivity(T x)
The value of the function at the given point and its sensitivity to the weights of the basis functions.DoubleArray
weightSensitivity(T x)
The sensitivity of the value at a point x to the weights of the basis functions.
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Method Detail
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weightSensitivity
public DoubleArray weightSensitivity(T x)
The sensitivity of the value at a point x to the weights of the basis functions.- Parameters:
x
- value to be evaluated- Returns:
- sensitivity w
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valueAndWeightSensitivity
public Pair<Double,DoubleArray> valueAndWeightSensitivity(T x)
The value of the function at the given point and its sensitivity to the weights of the basis functions.- Parameters:
x
- value to be evaluated- Returns:
- value and weight sensitivity
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