Package org.jquantlib.math.interpolations

Examples of org.jquantlib.math.interpolations.NaturalCubicInterpolation.op()

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        final CubicInterpolation priceSpline = new NaturalCubicInterpolation(transformed, values);

        priceSpline.update();
        for (int i=0; i<newValues.size(); i++) {
            newValues.set(i, priceSpline.op(newValues.get(i), true) );
        }

        this.grid.swap(newGrid);
        this.values.swap(newValues);
    }
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        final CubicInterpolation priceSpline = new NaturalCubicInterpolation(transformed, values);

        priceSpline.update();
        for (int i=0; i<newValues.size(); i++) {
            newValues.set(i, priceSpline.op(newValues.get(i), true) );
        }

        this.grid.swap(newGrid);
        this.values.swap(newValues);
    }
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