Examples of CubicSplineInterpolator

Examples of com.opengamma.analytics.math.interpolation.CubicSplineInterpolator

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  /**
   *
   */
  @Test
  public void firstDerivativeFiniteDifferenceTest() {
    final PiecewisePolynomialInterpolator[] interps = new PiecewisePolynomialInterpolator[] {new NaturalSplineInterpolator(), new CubicSplineInterpolator(),
        new PiecewiseCubicHermiteSplineInterpolator(), new ConstrainedCubicSplineInterpolator(), new SemiLocalCubicSplineInterpolator() };
    final int nInterps = interps.length;
    for (int k = 0; k < nInterps; ++k) {
      final double[] xValues = new double[] {1., 2.8, 3.1, 5.9, 10., 16. };
      final double[] yValues = new double[] {1., 2., 3., -2., 5., -5. };
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Examples of com.opengamma.analytics.math.interpolation.CubicSplineInterpolator

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  /**
   *
   */
  @Test
  public void secondDerivativeFiniteDifferenceTest() {
    final PiecewisePolynomialInterpolator[] interps = new PiecewisePolynomialInterpolator[] {new NaturalSplineInterpolator(), new CubicSplineInterpolator(),
        new PiecewiseCubicHermiteSplineInterpolator(), new ConstrainedCubicSplineInterpolator(), new SemiLocalCubicSplineInterpolator() };
    final int nInterps = interps.length;
    for (int k = 0; k < nInterps; ++k) {
      final double[] xValues = new double[] {1., 2.8, 3.1, 5.9, 10., 16. };
      final double[] yValues = new double[] {1., 2., 3., -2., 5., -5. };
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Examples of com.opengamma.analytics.math.interpolation.CubicSplineInterpolator

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  /**
   * Interpolations with longer yValues
   */
  @Test
  public void clampedFiniteDifferenceTest() {
    final PiecewisePolynomialInterpolator[] interps = new PiecewisePolynomialInterpolator[] {new CubicSplineInterpolator() };
    final int nInterps = interps.length;
    for (int k = 0; k < nInterps; ++k) {
      final double[] xValues = new double[] {1., 2.8, 3.1, 5.9, 10., 16. };
      final double[] bcs = new double[] {-2., -1.5, 0., 1. / 3., 3.2 };
      final int nBcs = bcs.length;
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Examples of com.opengamma.analytics.math.interpolation.CubicSplineInterpolator

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  /**
   *
   */
  @Test
  public void clampedSecondDerivativeFiniteDifferenceTest() {
    final PiecewisePolynomialInterpolator[] interps = new PiecewisePolynomialInterpolator[] {new CubicSplineInterpolator() };
    final int nInterps = interps.length;
    for (int k = 0; k < nInterps; ++k) {
      final double[] xValues = new double[] {1., 2.8, 3.1, 5.9, 10., 16. };
      final double[] bcs = new double[] {-2., -1.5, 0., 1. / 3., 3.2 };
      final int nBcs = bcs.length;
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