/src/main/java/net/finmath/marketdata2/interpolation/RationalFunctionInterpolation.java
numeratorPolynomCoeff = new net.finmath.stochastic.RandomVariable[]{ values[(pointIndex + 1)] };
if ( interpolationMethod == InterpolationMethod.PIECEWISE_CONSTANT_RIGHTPOINT ) { numeratorPolynomCoeff = new RandomVariable[] {values[pointIndex+1]}; } else { numeratorPolynomCoeff = new RandomVariable[] {values[pointIndex]}; }
} private void doCreateRationalFunctionsForPiecewiseConstantInterpolation() { interpolatingRationalFunctions = new RationalFunction[points.length-1]; for(int pointIndex = 0; pointIndex < points.length-1; pointIndex++ ) { RandomVariable[] numeratorPolynomCoeff; <extra_id_0> interpolatingRationalFunctions[pointIndex] = new RationalFunction(numeratorPolynomCoeff); } } private void doCreateRationalFunctionsForLinearInterpolation() { interpolatingRationalFunctions = new RationalFunction[points.length-1];