Class LogNaturalSplineHelper
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- com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
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- com.opengamma.strata.math.impl.interpolation.NaturalSplineInterpolator
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- com.opengamma.strata.math.impl.interpolation.LogNaturalSplineHelper
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public class LogNaturalSplineHelper extends NaturalSplineInterpolator
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Constructor Summary
Constructors Constructor Description LogNaturalSplineHelper()
In contrast with the original natural spline, the tridiagonal algorithm is used by passingLogCubicSplineNaturalSolver
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Method Summary
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Methods inherited from class com.opengamma.strata.math.impl.interpolation.NaturalSplineInterpolator
interpolate, interpolate, interpolateWithSensitivity
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Methods inherited from class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator
getPrimaryMethod, getValue, getValue, interpolate, interpolate, interpolate, interpolate, interpolate, interpolate
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Constructor Detail
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LogNaturalSplineHelper
public LogNaturalSplineHelper()
In contrast with the original natural spline, the tridiagonal algorithm is used by passingLogCubicSplineNaturalSolver
. Note that the data are NOT log-scaled at this stage.
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