Uses of Class
net.finmath.interpolation.RationalFunctionInterpolation.InterpolationMethod

Packages that use RationalFunctionInterpolation.InterpolationMethod

Package	Description
net.finmath.fouriermethod.products.smile	Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to the corresponding product value.
net.finmath.interpolation	Basic methodologies to interpolate of curves and surfaces are provided here.

Uses of RationalFunctionInterpolation.InterpolationMethod in net.finmath.fouriermethod.products.smile

Constructors in net.finmath.fouriermethod.products.smile with parameters of type RationalFunctionInterpolation.InterpolationMethod

Constructor and Description
EuropeanOptionSmileByCarrMadan(String underlyingName, double maturity, double[] strikes, int numberOfPoints, double gridSpacing, RationalFunctionInterpolation.InterpolationMethod intMethod, RationalFunctionInterpolation.ExtrapolationMethod extMethod)

Uses of RationalFunctionInterpolation.InterpolationMethod in net.finmath.interpolation

Methods in net.finmath.interpolation that return RationalFunctionInterpolation.InterpolationMethod

Modifier and Type	Method and Description
RationalFunctionInterpolation.InterpolationMethod	RationalFunctionInterpolation.getInterpolationMethod() Returns the interpolation method used.
static RationalFunctionInterpolation.InterpolationMethod	RationalFunctionInterpolation.InterpolationMethod.valueOf(String name) Returns the enum constant of this type with the specified name.
static RationalFunctionInterpolation.InterpolationMethod[]	RationalFunctionInterpolation.InterpolationMethod.values() Returns an array containing the constants of this enum type, in the order they are declared.

Constructors in net.finmath.interpolation with parameters of type RationalFunctionInterpolation.InterpolationMethod

Constructor and Description
RationalFunctionInterpolation(double[] points, double[] values, RationalFunctionInterpolation.InterpolationMethod interpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod extrapolationMethod) Generate a rational function interpolation from a given set of points using the specified interpolation and extrapolation method.