Examples of secondDerivative()


Examples of org.jquantlib.math.interpolations.CubicInterpolation.secondDerivative()

        f.update();

        checkValues("Natural spline", f, generic_x, generic_y);
        // cached second derivative
        for (int i=0; i<n; i++) {
            interpolated = f.secondDerivative(generic_x.get(i));
            error = interpolated - generic_natural_y2.get(i);
            assertFalse("Natural spline interpolation "
                  +"second derivative failed at x="+generic_x.get(i)
                  +"\n interpolated value: "+interpolated
                  +"\n expected value:     "+generic_natural_y2.get(i)
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Examples of org.jquantlib.math.interpolations.CubicInterpolation.secondDerivative()

        f.update();

        checkValues("Natural spline", f, generic_x, generic_y);
        // cached second derivative
        for (int i=0; i<n; i++) {
            interpolated = f.secondDerivative(generic_x.get(i));
            error = interpolated - generic_natural_y2.get(i);
            assertFalse("Natural spline interpolation "
                  +"second derivative failed at x="+generic_x.get(i)
                  +"\n interpolated value: "+interpolated
                  +"\n expected value:     "+generic_natural_y2.get(i)
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