Module net.finmath.lib

Package net.finmath.marketdata.model.curves

Class CurveInterpolation.Builder

java.lang.Object

net.finmath.marketdata.model.curves.CurveInterpolation.Builder

All Implemented Interfaces:

CurveBuilder

Direct Known Subclasses:

PiecewiseCurve.Builder, SeasonalCurve.Builder

Enclosing class:

CurveInterpolation

public static class CurveInterpolation.Builder
extends Object
implements CurveBuilder

A builder (following the builder pattern) for CurveFromInterpolationPoints objects. Allows to successively construct a curve object by adding points.

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
Builder()	Build a curve.
Builder(String name, LocalDate referenceDate)	Build a curve with a given name and given reference date.
Builder(CurveInterpolation curveInterpolation)	Build a curve by cloning a given curve.

Method Summary

Modifier and Type	Method	Description
CurveBuilder	addPoint(double time, double value, boolean isParameter)	Add a point to the curve.
Curve	build()	Build the curve.
CurveBuilder	setExtrapolationMethod(CurveInterpolation.ExtrapolationMethod extrapolationMethod)	Set the extrapolation method of the curve.
CurveBuilder	setInterpolationEntity(CurveInterpolation.InterpolationEntity interpolationEntity)	Set the interpolationEntity of the curve.
CurveBuilder	setInterpolationMethod(CurveInterpolation.InterpolationMethod interpolationMethod)	Set the interpolation method of the curve.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

Builder

public Builder()

Build a curve.

Builder

public Builder(String name, LocalDate referenceDate)

Build a curve with a given name and given reference date.

Parameters:

name - The name of this curve.

referenceDate - The reference date for this curve, i.e., the date which defined t=0.

Builder

public Builder(CurveInterpolation curveInterpolation) throws CloneNotSupportedException

Build a curve by cloning a given curve.

Parameters:

curveInterpolation - A curve to be used as starting point for the new curve.

Throws:

CloneNotSupportedException - Thrown, when the curve could not be cloned.

Method Details

build

public Curve build() throws CloneNotSupportedException

Description copied from interface: CurveBuilder

Build the curve. The method returns the curve object. The builder cannot be used to build another curve. Use clone instead.

Specified by:

build in interface CurveBuilder

Returns:

The curve according to the specification.

Throws:

CloneNotSupportedException - Thrown if the curve could not be build (likely due to a template throwing CloneNotSupportedException.

setInterpolationMethod

public CurveBuilder setInterpolationMethod(CurveInterpolation.InterpolationMethod interpolationMethod)

Set the interpolation method of the curve.

Parameters:

interpolationMethod - The interpolation method of the curve.

Returns:

A self reference to this curve build object.

setExtrapolationMethod

public CurveBuilder setExtrapolationMethod(CurveInterpolation.ExtrapolationMethod extrapolationMethod)

Set the extrapolation method of the curve.

Parameters:

extrapolationMethod - The extrapolation method of the curve.

Returns:

A self reference to this curve build object.

setInterpolationEntity

public CurveBuilder setInterpolationEntity(CurveInterpolation.InterpolationEntity interpolationEntity)

Set the interpolationEntity of the curve.

Parameters:

interpolationEntity - The interpolation entity of the curve.

Returns:

A self reference to this curve build object.

addPoint

public CurveBuilder addPoint(double time, double value, boolean isParameter)

Description copied from interface: CurveBuilder

Add a point to the curve.

Specified by:

addPoint in interface CurveBuilder

Parameters:

time - The time of the corresponding point.

value - The value of the corresponding point.

isParameter - A boolean, specifying weather the point should be considered a free parameter (true) or not (false). Fee parameters can be used to create a clone with modified values, see CurveInterpolation.getCloneForParameter(double[])

Returns:

A self reference to this curve build object.