/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.math.curve; import java.util.Arrays; import java.util.LinkedHashMap; import java.util.Map; import com.opengamma.analytics.math.interpolation.Interpolator1D; import com.opengamma.analytics.math.matrix.DoubleMatrix1D; import com.opengamma.util.ArgumentChecker; /** * For a given sets of knot points (x values) for named curves, and corresponding interpolators, produces a function that takes a set * of knot values (y values), which is the concatenation of all curve values as a DoubleMatrix1D, and returns a map between curve names * and interpolated curves. */ public class InterpolatedCurveBuildingFunction { private final LinkedHashMap<String, double[]> _knotPoints; private final LinkedHashMap<String, Interpolator1D> _interpolators; private final int _nNodes; public InterpolatedCurveBuildingFunction(final LinkedHashMap<String, double[]> knotPoints, final LinkedHashMap<String, Interpolator1D> interpolators) { ArgumentChecker.notNull(knotPoints, "null knot points"); ArgumentChecker.notNull(interpolators, "null interpolators"); int count = 0; for (final Map.Entry<String, double[]> entry : knotPoints.entrySet()) { final int size = entry.getValue().length; ArgumentChecker.isTrue(size > 0, "no knot points for " + entry.getKey()); count += size; } _knotPoints = knotPoints; _interpolators = interpolators; _nNodes = count; } public LinkedHashMap<String, InterpolatedDoublesCurve> evaluate(final DoubleMatrix1D x) { ArgumentChecker.notNull(x, "null data x"); ArgumentChecker.isTrue(_nNodes == x.getNumberOfElements(), "x wrong length"); final LinkedHashMap<String, InterpolatedDoublesCurve> res = new LinkedHashMap<>(); int index = 0; for (final String name : _interpolators.keySet()) { final Interpolator1D interpolator = _interpolators.get(name); final double[] nodes = _knotPoints.get(name); final double[] values = Arrays.copyOfRange(x.getData(), index, index + nodes.length); index += nodes.length; final InterpolatedDoublesCurve curve = InterpolatedDoublesCurve.from(nodes, values, interpolator); res.put(name, curve); } return res; } }