5.117 interpolate_curvestruct

Loadable Function: retvec = interpolate_curvestruct(struct,xx)

Interpolate curve values from all elements of an structure array of all cube fieldnames.

This function should be called from getValue method of Surface class which handles all input and ouput data. Please note that axis values needs to be sorted.

Input and output variables:

• struct: structure with the following fields (struct)
  • id: scenario ID (string)
  • cube: curve cube (one curve value per x coordinate) (NDArray)
  • x_axis: sorted vector of x-axis values (NDArray)
• xx: x coordinate used for interpolation of cube value (scalar or vector)
• retvec: return vector of scenario dependent interpolated volatility values (NDArray)