/// <summary> /// Interpolate. /// </summary> /// <param name="xValues"> the values </param> /// <param name="yValuesMatrix"> the matrix </param> /// <param name="xMatrix"> the matrix </param> /// <returns> Values of the underlying cubic spline functions interpolating {yValuesMatrix.RowVectors} at the values of xMatrix </returns> //JAVA TO C# CONVERTER WARNING: 'final' parameters are not available in .NET: //ORIGINAL LINE: public com.opengamma.strata.collect.array.DoubleMatrix[] interpolate(final double[] xValues, final double[][] yValuesMatrix, final double[][] xMatrix) public virtual DoubleMatrix[] interpolate(double[] xValues, double[][] yValuesMatrix, double[][] xMatrix) { ArgChecker.notNull(xMatrix, "xMatrix"); //JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final': //ORIGINAL LINE: final int keyColumn = xMatrix[0].length; int keyColumn = xMatrix[0].Length; //JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final': //ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix matrix = com.opengamma.strata.collect.array.DoubleMatrix.copyOf(xMatrix); DoubleMatrix matrix = DoubleMatrix.copyOf(xMatrix); DoubleMatrix[] resMatrix2D = new DoubleMatrix[keyColumn]; for (int i = 0; i < keyColumn; ++i) { resMatrix2D[i] = interpolate(xValues, yValuesMatrix, matrix.columnArray(i)); } return(resMatrix2D); }