Uses of Class
net.finmath.interpolation.RationalFunctionInterpolation.ExtrapolationMethod
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Packages that use RationalFunctionInterpolation.ExtrapolationMethod 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. -
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Uses of RationalFunctionInterpolation.ExtrapolationMethod in net.finmath.fouriermethod.products.smile
Constructors in net.finmath.fouriermethod.products.smile with parameters of type RationalFunctionInterpolation.ExtrapolationMethod Constructor Description EuropeanOptionSmileByCarrMadan(String underlyingName, double maturity, double[] strikes, int numberOfPoints, double gridSpacing, RationalFunctionInterpolation.InterpolationMethod intMethod, RationalFunctionInterpolation.ExtrapolationMethod extMethod)
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Uses of RationalFunctionInterpolation.ExtrapolationMethod in net.finmath.interpolation
Methods in net.finmath.interpolation that return RationalFunctionInterpolation.ExtrapolationMethod Modifier and Type Method Description static RationalFunctionInterpolation.ExtrapolationMethod
RationalFunctionInterpolation.ExtrapolationMethod. valueOf(String name)
Returns the enum constant of this type with the specified name.static RationalFunctionInterpolation.ExtrapolationMethod[]
RationalFunctionInterpolation.ExtrapolationMethod. 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.ExtrapolationMethod Constructor 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.
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