Package org.drip.spline.pchip

Class AkimaLocalC1Generator

java.lang.Object
org.drip.spline.pchip.AkimaLocalC1Generator
public class AkimaLocalC1Generator
extends java.lang.Object
AkimaLocalC1Generator implements the regime using the Akima (1970) Local C1 Generator.
  • Construct an Instance of AkimaLocalC1Generator from the Array of the supplied Predictor Ordinates and the Response Values
  • Generate the C1 Array

Module Product Core Module
Library Fixed Income Analytics
Project Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions
Package Monotone Convex Themed PCHIP Splines

Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    double[] C1()
    Generate the C1 Array
    static AkimaLocalC1Generator Create​(double[] predictorOrdinateArray, double[] responseValueArray)
    Construct an Instance of AkimaLocalC1Generator from the Array of the supplied Predictor Ordinates and the Response Values

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Method Details

    • Create

      public static final AkimaLocalC1Generator Create​(double[] predictorOrdinateArray, double[] responseValueArray)
      Construct an Instance of AkimaLocalC1Generator from the Array of the supplied Predictor Ordinates and the Response Values
      Parameters:
      predictorOrdinateArray - Array of the Predictor Ordinates
      responseValueArray - Array of the Response Values
      Returns:
      Instance of AkimaLocalC1Generator

    • C1

      public double[] C1()
      Generate the C1 Array
      Returns:
      The C1 Array