/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.model.volatility.local;
import java.util.Arrays;
import com.opengamma.analytics.math.interpolation.Interpolator1D;
import com.opengamma.analytics.math.interpolation.data.Interpolator1DDataBundle;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
/* package */class NearestNPointsInterpolator extends Interpolator1D {
private static final long serialVersionUID = 1L;
private final Interpolator1D _interpolator;
private final int _n;
private final boolean _oddN;
private final int _pointsBelow;
public NearestNPointsInterpolator(final Interpolator1D interpolator, final int n) {
ArgumentChecker.notNull(interpolator, "interpolator");
ArgumentChecker.notNegativeOrZero(n, "number of points");
_interpolator = interpolator;
_n = n;
_oddN = n % 2 == 0;
_pointsBelow = _oddN ? n / 2 : n / 2 - 1;
}
@Override
public Double interpolate(final Interpolator1DDataBundle data, final Double value) {
final int indexBelow = data.getLowerBoundIndex(value);
if (indexBelow < 0) {
throw new IllegalArgumentException("Cannot extrapolate");
}
int lowerIndex = indexBelow - _pointsBelow;
int upperIndex = lowerIndex + _n;
if (lowerIndex < 0) {
upperIndex -= lowerIndex;
lowerIndex = 0;
}
final int numberOfDataPoints = data.size();
if (upperIndex >= numberOfDataPoints) {
final int diff = numberOfDataPoints - upperIndex;
upperIndex -= diff;
lowerIndex -= diff;
}
final double[] x = Arrays.copyOfRange(data.getKeys(), lowerIndex, upperIndex + 1);
final double[] y = Arrays.copyOfRange(data.getValues(), lowerIndex, upperIndex + 1);
final Interpolator1DDataBundle truncatedData = getDataBundleFromSortedArrays(x, y);
return _interpolator.interpolate(truncatedData, value);
}
@Override
public double[] getNodeSensitivitiesForValue(final Interpolator1DDataBundle data, final Double value) {
throw new UnsupportedOperationException();
}
@Override
public Interpolator1DDataBundle getDataBundle(final double[] x, final double[] y) {
ArgumentChecker.isTrue(x.length >= _n, "insufficient number of points");
return _interpolator.getDataBundle(x, y);
}
@Override
public Interpolator1DDataBundle getDataBundleFromSortedArrays(final double[] x, final double[] y) {
return _interpolator.getDataBundleFromSortedArrays(x, y);
}
}