Package | Description |
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net.finmath.marketdata2.interpolation |
Basic methodologies to interpolate of curves and surfaces are provided here.
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Modifier and Type | Method and Description |
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static RationalFunctionInterpolation.ExtrapolationMethod |
RationalFunctionInterpolation.ExtrapolationMethod.valueOf(String name)
Returns the enum constant of this type with the specified name.
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static RationalFunctionInterpolation.ExtrapolationMethod[] |
RationalFunctionInterpolation.ExtrapolationMethod.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
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Constructor and Description |
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RationalFunctionInterpolation(double[] points,
RandomVariable[] 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.
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