Uses of Class
net.finmath.marketdata.model.curves.Curve.ExtrapolationMethod

Packages that use Curve.ExtrapolationMethod

Package	Description
net.finmath.marketdata.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.

Uses of Curve.ExtrapolationMethod in net.finmath.marketdata.model.curves

Methods in net.finmath.marketdata.model.curves that return Curve.ExtrapolationMethod

Modifier and Type	Method and Description
Curve.ExtrapolationMethod	Curve.getExtrapolationMethod() Returns the extrapolation method used by this curve.
static Curve.ExtrapolationMethod	Curve.ExtrapolationMethod.valueOf(String name) Returns the enum constant of this type with the specified name.
static Curve.ExtrapolationMethod[]	Curve.ExtrapolationMethod.values() Returns an array containing the constants of this enum type, in the order they are declared.

Methods in net.finmath.marketdata.model.curves with parameters of type Curve.ExtrapolationMethod

Modifier and Type	Method and Description
static DiscountCurve	DiscountCurve.createDiscountCurveFromAnnualizedZeroRates(String name, Calendar referenceDate, double[] times, double[] givenAnnualizedZeroRates, boolean[] isParameter, Curve.InterpolationMethod interpolationMethod, Curve.ExtrapolationMethod extrapolationMethod, Curve.InterpolationEntity interpolationEntity) Create a discount curve from given times and given annualized zero rates using given interpolation and extrapolation methods.
static DiscountCurve	DiscountCurve.createDiscountCurveFromAnnualizedZeroRates(String name, Calendar referenceDate, double[] times, double[] givenAnnualizedZeroRates, Curve.InterpolationMethod interpolationMethod, Curve.ExtrapolationMethod extrapolationMethod, Curve.InterpolationEntity interpolationEntity) Create a discount curve from given times and given annualized zero rates using given interpolation and extrapolation methods.
static DiscountCurve	DiscountCurve.createDiscountCurveFromDiscountFactors(String name, Calendar referenceDate, double[] times, double[] givenDiscountFactors, boolean[] isParameter, Curve.InterpolationMethod interpolationMethod, Curve.ExtrapolationMethod extrapolationMethod, Curve.InterpolationEntity interpolationEntity) Create a discount curve from given times and given discount factors using given interpolation and extrapolation methods.
static DiscountCurve	DiscountCurve.createDiscountCurveFromDiscountFactors(String name, double[] times, double[] givenDiscountFactors, boolean[] isParameter, Curve.InterpolationMethod interpolationMethod, Curve.ExtrapolationMethod extrapolationMethod, Curve.InterpolationEntity interpolationEntity) Create a discount curve from given times and given discount factors using given interpolation and extrapolation methods.
static DiscountCurve	DiscountCurve.createDiscountCurveFromDiscountFactors(String name, double[] times, double[] givenDiscountFactors, Curve.InterpolationMethod interpolationMethod, Curve.ExtrapolationMethod extrapolationMethod, Curve.InterpolationEntity interpolationEntity) Create a discount curve from given times and given discount factors using given interpolation and extrapolation methods.
static DiscountCurve	DiscountCurve.createDiscountCurveFromZeroRates(String name, Calendar referenceDate, double[] times, double[] givenZeroRates, boolean[] isParameter, Curve.InterpolationMethod interpolationMethod, Curve.ExtrapolationMethod extrapolationMethod, Curve.InterpolationEntity interpolationEntity) Create a discount curve from given times and given zero rates using given interpolation and extrapolation methods.
static DiscountCurve	DiscountCurve.createDiscountCurveFromZeroRates(String name, Calendar referenceDate, double[] times, double[] givenZeroRates, Curve.InterpolationMethod interpolationMethod, Curve.ExtrapolationMethod extrapolationMethod, Curve.InterpolationEntity interpolationEntity) Create a discount curve from given times and given zero rates using given interpolation and extrapolation methods.
static DiscountCurve	DiscountCurve.createDiscountCurveFromZeroRates(String name, double[] times, double[] givenZeroRates, boolean[] isParameter, Curve.InterpolationMethod interpolationMethod, Curve.ExtrapolationMethod extrapolationMethod, Curve.InterpolationEntity interpolationEntity) Create a discount curve from given times and given zero rates using given interpolation and extrapolation methods.
static ForwardCurve	ForwardCurve.createForwardCurveFromForwards(String name, Calendar referenceDate, String paymentOffsetCode, BusinessdayCalendarInterface paymentBusinessdayCalendar, BusinessdayCalendarInterface.DateRollConvention paymentDateRollConvention, Curve.InterpolationMethod interpolationMethod, Curve.ExtrapolationMethod extrapolationMethod, Curve.InterpolationEntity interpolationEntity, ForwardCurve.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModelInterface model, double[] times, double[] givenForwards) Create a forward curve from given times and given forwards.
static ForwardCurve	ForwardCurve.createForwardCurveFromForwards(String name, Date referenceDate, String paymentOffsetCode, BusinessdayCalendarInterface paymentBusinessdayCalendar, BusinessdayCalendarInterface.DateRollConvention paymentDateRollConvention, Curve.InterpolationMethod interpolationMethod, Curve.ExtrapolationMethod extrapolationMethod, Curve.InterpolationEntity interpolationEntity, ForwardCurve.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModelInterface model, double[] times, double[] givenForwards) Create a forward curve from given times and given forwards.
CurveBuilderInterface	Curve.CurveBuilder.setExtrapolationMethod(Curve.ExtrapolationMethod extrapolationMethod) Set the extrapolation method of the curve.

Constructors in net.finmath.marketdata.model.curves with parameters of type Curve.ExtrapolationMethod

Constructor and Description
AbstractForwardCurve(String name, Calendar referenceDate, String paymentOffsetCode, BusinessdayCalendarInterface paymentBusinessdayCalendar, BusinessdayCalendarInterface.DateRollConvention paymentDateRollConvention, Curve.InterpolationMethod interpolationMethod, Curve.ExtrapolationMethod extrapolationMethod, Curve.InterpolationEntity interpolationEntity, String discountCurveName) Construct a base forward curve with a reference date and a payment offset.
Curve(String name, Calendar referenceDate, Curve.InterpolationMethod interpolationMethod, Curve.ExtrapolationMethod extrapolationMethod, Curve.InterpolationEntity interpolationEntity) Create a curve with a given name, reference date and an interpolation method.
Curve(String name, Calendar referenceDate, Curve.InterpolationMethod interpolationMethod, Curve.ExtrapolationMethod extrapolationMethod, Curve.InterpolationEntity interpolationEntity, double[] times, double[] values) Create a curve with a given name, reference date and an interpolation method from given points
ForwardCurve(String name, Calendar referenceDate, String paymentOffsetCode, BusinessdayCalendarInterface paymentBusinessdayCalendar, BusinessdayCalendarInterface.DateRollConvention paymentDateRollConvention, Curve.InterpolationMethod interpolationMethod, Curve.ExtrapolationMethod extrapolationMethod, Curve.InterpolationEntity interpolationEntity, ForwardCurve.InterpolationEntityForward interpolationEntityForward, String discountCurveName) Generate a forward curve using a given discount curve and payment offset.