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

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.

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)

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.