Interpolates (or extrapolates) a given polynomial in one variable.
yCoordinates
which lie in the corresponding position.tabulationPointsInX
. The first point of this array is the value of the given polynomial evaluated at the point tabulationPointsInX[0]
, th second point of the array is the value of the given polynomial at the point tabulationPointsInX[1]
.An array of doubles where the first terms if the value of the interpolation function and the second is an error estimate.
If P(x)
is the polynomial of degree `n-1
' such that P(xCoordinates[i])
= yCoordinates[i]
; i=0,...,n-1
; then if the desired point at which the interpolation
functions value is required is `interpolationPoint
'. Then the returned value will
be some double value y
, where y = P(interpolationPoint)
.
The `tabulationPointsInX' array and the `polynomialValues' array should each contain at least one element. If these arrays have different lengths the shorter one will be chosen as reference.
Exception Type | Condition |
---|---|
InterpolationException | Thrown when the input values do not meet the requirements mentioned above. |
Interpolation Class | WebCab.Libraries.Finance.Portfolio Namespace