/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.interpolation;
import org.apache.commons.lang.Validate;
import com.opengamma.analytics.math.interpolation.data.ArrayInterpolator1DDataBundle;
import com.opengamma.analytics.math.interpolation.data.Interpolator1DDataBundle;
/**
* A one-dimensional step interpolator using the upper bound value.
* <P>The interpolated value of the function
* <i>x</i> with <i>x<sub>1</sub> <= x < x<sub>2</sub></i> is given by: <i>y = y<sub>1</sub></i>
*/
public class StepUpperInterpolator1D extends Interpolator1D {
private static final long serialVersionUID = 1L;
@Override
public Double interpolate(final Interpolator1DDataBundle data, final Double x) {
Validate.notNull(x, "value");
Validate.notNull(data, "data bundle");
// For x equal to a key
Double exactValue = data.get(x);
if (exactValue != null) {
return exactValue;
}
// For intermediary values, return the higher key value.
return data.get(data.higherKey(x));
}
@Override
public double firstDerivative(final Interpolator1DDataBundle data, final Double x) {
Validate.notNull(x, "value");
Validate.notNull(data, "data bundle");
return 0.;
}
@Override
public Interpolator1DDataBundle getDataBundle(final double[] x, final double[] y) {
return new ArrayInterpolator1DDataBundle(x, y);
}
@Override
public Interpolator1DDataBundle getDataBundleFromSortedArrays(final double[] x, final double[] y) {
return new ArrayInterpolator1DDataBundle(x, y, true);
}
@Override
public double[] getNodeSensitivitiesForValue(Interpolator1DDataBundle data, Double value) {
return getFiniteDifferenceSensitivities(data, value);
}
}