/src/main/java/net/finmath/interpolation/RationalFunctionInterpolation.java
derivative[numberOfPoints] = numberOfPoints;
derivative[0] = 0;
- step[numberOfPoints-2]/doubleStep[numberOfPoints-3] * slope[numberOfPoints-3]; if(interpolationMethod == InterpolationMethod.HARMONIC_SPLINE_WITH_MONOTONIC_FILTERING){ if((derivative[0]*slope[0] > 0) && (slope[0]*slope[1] <= 0) && (Math.abs(derivative[0]) < 3*Math.abs(slope[0]))) { derivative[0] = 3 * slope[0]; } if( derivative[0]*slope[0] <= 0 ) { <extra_id_0> } if((derivative[numberOfPoints-1]*slope[numberOfPoints-2] > 0) && (slope[numberOfPoints-2]*slope[numberOfPoints-3] <= 0) && (Math.abs(derivative[numberOfPoints-1]) < 3*Math.abs(slope[numberOfPoints-2]))) { derivative[numberOfPoints-1] = 3 * slope[numberOfPoints-2]; } if( derivative[numberOfPoints-1]*slope[numberOfPoints-2] <= 0 ) {