corda / net.corda.finance.contracts.math / CubicSplineInterpolator

CubicSplineInterpolator

class CubicSplineInterpolator : Interpolator

Interpolates values between the given data points using a SplineFunction.

Implementation uses the Natural Cubic Spline algorithm as described in R. L. Burden and J. D. Faires (2011), Numerical Analysis. 9th ed. Boston, MA: Brooks/Cole, Cengage Learning. p149-150.

Types

Factory

companion object Factory : InterpolatorFactory

Constructors

<init>

CubicSplineInterpolator(xs: DoubleArray, ys: DoubleArray)

Interpolates values between the given data points using a SplineFunction.

Functions

interpolate

fun interpolate(x: Double): Double

Companion Object Functions

create

fun create(xs: DoubleArray, ys: DoubleArray): CubicSplineInterpolator

Extension Functions

contextLogger

fun Any.contextLogger(): Logger

When called from a companion object, returns the logger for the enclosing class.