com.opengamma.analytics.math.interpolation.StepInterpolator1D.java Source code

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Here is the source code for com.opengamma.analytics.math.interpolation.StepInterpolator1D.java

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/**
 * 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;

/**
 * 
 */
public class StepInterpolator1D extends Interpolator1D {
    private static final long serialVersionUID = 1L;

    @Override
    public Double interpolate(final Interpolator1DDataBundle data, final Double value) {
        Validate.notNull(value, "value");
        Validate.notNull(data, "data bundle");
        return data.get(data.getLowerBoundKey(value));
    }

    @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);
    }

}