Module net.finmath.lib
Class CurveInterpolation.Builder
- java.lang.Object
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- net.finmath.marketdata2.model.curves.CurveInterpolation.Builder
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- All Implemented Interfaces:
CurveBuilder
- 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 curveFromInterpolationPoints object by adding points.- Author:
- Christian Fries
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Constructor Summary
Constructors Constructor Description Builder()
Build a curveFromInterpolationPoints.Builder(String name, LocalDate referenceDate)
Build a curveFromInterpolationPoints with a given name and given reference date.Builder(CurveInterpolation curveInterpolation)
Build a curveFromInterpolationPoints by cloning a given curveFromInterpolationPoints.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description CurveBuilder
addPoint(double time, RandomVariable 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 curveFromInterpolationPoints.CurveBuilder
setInterpolationEntity(CurveInterpolation.InterpolationEntity interpolationEntity)
Set the interpolationEntity of the curveFromInterpolationPoints.CurveBuilder
setInterpolationMethod(CurveInterpolation.InterpolationMethod interpolationMethod)
Set the interpolation method of the curveFromInterpolationPoints.
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Constructor Detail
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Builder
public Builder()
Build a curveFromInterpolationPoints.
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Builder
public Builder(String name, LocalDate referenceDate)
Build a curveFromInterpolationPoints with a given name and given reference date.- Parameters:
name
- The name of this curveFromInterpolationPoints.referenceDate
- The reference date for this curveFromInterpolationPoints, i.e., the date which defined t=0.
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Builder
public Builder(CurveInterpolation curveInterpolation) throws CloneNotSupportedException
Build a curveFromInterpolationPoints by cloning a given curveFromInterpolationPoints.- Parameters:
curveInterpolation
- A curveFromInterpolationPoints to be used as starting point for the new curveFromInterpolationPoints.- Throws:
CloneNotSupportedException
- Thrown, when the curveFromInterpolationPoints could not be cloned.
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Method Detail
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build
public Curve build()
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 interfaceCurveBuilder
- Returns:
- The curve according to the specification.
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setInterpolationMethod
public CurveBuilder setInterpolationMethod(CurveInterpolation.InterpolationMethod interpolationMethod)
Set the interpolation method of the curveFromInterpolationPoints.- Parameters:
interpolationMethod
- The interpolation method of the curveFromInterpolationPoints.- Returns:
- A self reference to this curveFromInterpolationPoints build object.
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setExtrapolationMethod
public CurveBuilder setExtrapolationMethod(CurveInterpolation.ExtrapolationMethod extrapolationMethod)
Set the extrapolation method of the curveFromInterpolationPoints.- Parameters:
extrapolationMethod
- The extrapolation method of the curveFromInterpolationPoints.- Returns:
- A self reference to this curveFromInterpolationPoints build object.
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setInterpolationEntity
public CurveBuilder setInterpolationEntity(CurveInterpolation.InterpolationEntity interpolationEntity)
Set the interpolationEntity of the curveFromInterpolationPoints.- Parameters:
interpolationEntity
- The interpolation entity of the curveFromInterpolationPoints.- Returns:
- A self reference to this curveFromInterpolationPoints build object.
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addPoint
public CurveBuilder addPoint(double time, RandomVariable value, boolean isParameter)
Description copied from interface:CurveBuilder
Add a point to the curve.- Specified by:
addPoint
in interfaceCurveBuilder
- 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, seeCurveInterpolation.getCloneForParameter(RandomVariable[])
- Returns:
- A self reference to this curve build object.
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