Package com.opengamma.strata.math.impl.interpolation

Class PiecewisePolynomialResultsWithSensitivity

java.lang.Object

com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResultsWithSensitivity

public class PiecewisePolynomialResultsWithSensitivity
extends PiecewisePolynomialResult

Result of interpolation by piecewise polynomial containing knots: Positions of knots coefMatrix: Coefficient matrix whose i-th row vector is { a_n, a_{n-1}, ...} for the i-th interval, where a_n, a_{n-1},... are coefficients of f(x) = a_n (x-x_i)^n + a_{n-1} (x-x_i)^{n-1} + .... In multidimensional cases, coefficients for the i-th interval of the j-th spline is in (j*(i-1) + i) -th row vector. nIntervals: Number of intervals, which should be (Number of knots) - 1 order: Number of coefficients in polynomial, which is equal to (polynomial degree) + 1 dim: Number of splines which are in the super class, and _coeffSense Node sensitivity of the coefficients _coeffSense[i].get(j, k) is \frac{\partial a^i_{n-j}}{\partial y_k}

Constructor Summary

Constructors

Constructor	Description
PiecewisePolynomialResultsWithSensitivity(DoubleArray knots, DoubleMatrix coefMatrix, int order, int dim, DoubleMatrix[] coeffSense)

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
DoubleMatrix	getCoefficientSensitivity(int interval)	Access _coeffSense for the i-th interval.
DoubleMatrix[]	getCoefficientSensitivityAll()	Access _coeffSense.
int	hashCode()

Methods inherited from class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult

getCoefMatrix, getDimensions, getKnots, getNumberOfIntervals, getOrder

Methods inherited from class java.lang.Object

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

Constructor Detail

PiecewisePolynomialResultsWithSensitivity

public PiecewisePolynomialResultsWithSensitivity(DoubleArray knots,
                                                 DoubleMatrix coefMatrix,
                                                 int order,
                                                 int dim,
                                                 DoubleMatrix[] coeffSense)

Parameters:

knots - the knots

coefMatrix - the coefMatrix

order - the order

dim - the dim

coeffSense - the sensitivity of the coefficients to the nodes (y-values)

Method Detail

getCoefficientSensitivityAll

public DoubleMatrix[] getCoefficientSensitivityAll()

Access _coeffSense.

Returns:

_coeffSense

getCoefficientSensitivity

public DoubleMatrix getCoefficientSensitivity(int interval)

Access _coeffSense for the i-th interval.

Parameters:

interval - the interval

Returns:

_coeffSense for the i-th interval

hashCode

public int hashCode()

Overrides:

hashCode in class PiecewisePolynomialResult

equals

public boolean equals(Object obj)

Overrides:

equals in class PiecewisePolynomialResult