Uses of Class
net.finmath.marketdata.model.curves.CurveInterpolation.InterpolationMethod

Packages that use CurveInterpolation.InterpolationMethod

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.
net.finmath.parser	Contains classes for parsing files.

Uses of CurveInterpolation.InterpolationMethod in net.finmath.marketdata.model.curves

Methods in net.finmath.marketdata.model.curves that return CurveInterpolation.InterpolationMethod

Modifier and Type	Method	Description
CurveInterpolation.InterpolationMethod	CurveInterpolation.getInterpolationMethod()	Returns the interpolation method used by this curve.
static CurveInterpolation.InterpolationMethod	CurveInterpolation.InterpolationMethod.valueOf(String name)	Returns the enum constant of this type with the specified name.
static CurveInterpolation.InterpolationMethod[]	CurveInterpolation.InterpolationMethod.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 CurveInterpolation.InterpolationMethod

Modifier and Type	Method	Description
static DiscountCurveInterpolation	DiscountCurveInterpolation.createDiscountCurveFromAnnualizedZeroRates(String name, LocalDate referenceDate, double[] times, double[] givenAnnualizedZeroRates, boolean[] isParameter, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity)	Create a discount curve from given times and given annualized zero rates using given interpolation and extrapolation methods.
static DiscountCurveInterpolation	DiscountCurveInterpolation.createDiscountCurveFromAnnualizedZeroRates(String name, LocalDate referenceDate, double[] times, double[] givenAnnualizedZeroRates, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity)	Create a discount curve from given times and given annualized zero rates using given interpolation and extrapolation methods.
static DiscountCurveInterpolation	DiscountCurveInterpolation.createDiscountCurveFromDiscountFactors(String name, double[] times, double[] givenDiscountFactors, boolean[] isParameter, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity)	Create a discount curve from given times and given discount factors using given interpolation and extrapolation methods.
static DiscountCurveInterpolation	DiscountCurveInterpolation.createDiscountCurveFromDiscountFactors(String name, double[] times, double[] givenDiscountFactors, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity)	Create a discount curve from given times and given discount factors using given interpolation and extrapolation methods.
static DiscountCurveInterpolation	DiscountCurveInterpolation.createDiscountCurveFromDiscountFactors(String name, LocalDate referenceDate, double[] times, double[] givenDiscountFactors, boolean[] isParameter, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity)	Create a discount curve from given times and given discount factors using given interpolation and extrapolation methods.
static DiscountCurveInterpolation	DiscountCurveInterpolation.createDiscountCurveFromZeroRates(String name, double[] times, double[] givenZeroRates, boolean[] isParameter, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity)	Deprecated. Initializing a curve without reference date is deprecated.
static DiscountCurveInterpolation	DiscountCurveInterpolation.createDiscountCurveFromZeroRates(String name, LocalDate referenceDate, double[] times, double[] givenZeroRates, boolean[] isParameter, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity)	Create a discount curve from given times and given zero rates using given interpolation and extrapolation methods.
static DiscountCurveInterpolation	DiscountCurveInterpolation.createDiscountCurveFromZeroRates(String name, LocalDate referenceDate, double[] times, double[] givenZeroRates, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity)	Create a discount curve from given times and given zero rates using given interpolation and extrapolation methods.
static DiscountCurveInterpolation	DiscountCurveInterpolation.createDiscountCurveFromZeroRates(String name, Date referenceDate, double[] times, double[] givenZeroRates, boolean[] isParameter, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity)	Create a discount curve from given times and given zero rates using given interpolation and extrapolation methods.
static ForwardCurveInterpolation	ForwardCurveInterpolation.createForwardCurveFromForwards(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, double[] givenForwards)	Create a forward curve from given times and given forwards.
static ForwardCurveInterpolation	ForwardCurveInterpolation.createForwardCurveFromForwards(String name, Date referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, double[] givenForwards)	Create a forward curve from given times and given forwards.
CurveBuilder	CurveInterpolation.Builder.setInterpolationMethod(CurveInterpolation.InterpolationMethod interpolationMethod)	Set the interpolation method of the curve.

Constructors in net.finmath.marketdata.model.curves with parameters of type CurveInterpolation.InterpolationMethod

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

Uses of CurveInterpolation.InterpolationMethod in net.finmath.parser

Methods in net.finmath.parser with parameters of type CurveInterpolation.InterpolationMethod

Modifier and Type	Method	Description
void	CSVCurveParser.setInterpolation(CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity)	Set interpolation method for parsed curves.

Constructors in net.finmath.parser with parameters of type CurveInterpolation.InterpolationMethod

Constructor	Description
CSVCurveParser(CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity)	Set up the parser with given interpolation.