/src/main/java/net/finmath/singleswaprate/data/DataTableInterpolated.java
return new DataTableInterpolated( values.getName( ) , baseTable.getConvention( ) , baseTable.getReferenceDate( ) , baseTable.getScheduleMetaData( ) , maturities, terminations, baseTable) ;
return new DataTableInterpolated ( baseTable.getName ( ) , baseTable.getConvention ( ) , baseTable.getReferenceDate ( ) , baseTable.getScheduleMetaData ( ) , maturities, terminations, values ) ;
for(final int termination : baseTable.getTerminationsForMaturity(maturity)) { maturities[i] = maturity; terminations[i] = termination; values[i++] = baseTable.getValue(maturity, termination); } } <extra_id_0> } private static final BivariateGridInterpolator interpolator = new PiecewiseBicubicSplineInterpolator(); private static final UnivariateInterpolator sliceInterpolator = new AkimaSplineInterpolator(); public DataTableInterpolated(final String name, final TableConvention convention, final LocalDate referenceDate, final SchedulePrototype scheduleMetaData) { super(name, convention, referenceDate, scheduleMetaData);