Module net.finmath.lib

Package net.finmath.marketdata2.model.curves

Enum ForwardCurveInterpolation.InterpolationEntityForward

java.lang.Object

java.lang.Enum<ForwardCurveInterpolation.InterpolationEntityForward>

net.finmath.marketdata2.model.curves.ForwardCurveInterpolation.InterpolationEntityForward

All Implemented Interfaces:

Serializable, Comparable<ForwardCurveInterpolation.InterpolationEntityForward>

Enclosing class:

ForwardCurveInterpolation

public static enum ForwardCurveInterpolation.InterpolationEntityForward
extends Enum<ForwardCurveInterpolation.InterpolationEntityForward>

Additional choice of interpolation entities for forward curves.

Enum Constant Summary

Enum Constants

Enum Constant	Description
DISCOUNTFACTOR	Interpolation is performed on the (synthetic) discount factor
FORWARD	Interpolation is performed on the forward
FORWARD_TIMES_DISCOUNTFACTOR	Interpolation is performed on the value = forward * discount factor
ZERO	Interpolation is performed on the zero rate

Method Summary

Modifier and Type	Method	Description
static ForwardCurveInterpolation.InterpolationEntityForward	valueOf(String name)	Returns the enum constant of this type with the specified name.
static ForwardCurveInterpolation.InterpolationEntityForward[]	values()	Returns an array containing the constants of this enum type, in the order they are declared.

Methods inherited from class java.lang.Enum

clone, compareTo, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Detail

FORWARD

public static final ForwardCurveInterpolation.InterpolationEntityForward FORWARD

Interpolation is performed on the forward

FORWARD_TIMES_DISCOUNTFACTOR

public static final ForwardCurveInterpolation.InterpolationEntityForward FORWARD_TIMES_DISCOUNTFACTOR

Interpolation is performed on the value = forward * discount factor

ZERO

public static final ForwardCurveInterpolation.InterpolationEntityForward ZERO

Interpolation is performed on the zero rate

DISCOUNTFACTOR

public static final ForwardCurveInterpolation.InterpolationEntityForward DISCOUNTFACTOR

Interpolation is performed on the (synthetic) discount factor

Method Detail

values

public static ForwardCurveInterpolation.InterpolationEntityForward[] values()

Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:

for (ForwardCurveInterpolation.InterpolationEntityForward c : ForwardCurveInterpolation.InterpolationEntityForward.values())
    System.out.println(c);

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static ForwardCurveInterpolation.InterpolationEntityForward valueOf(String name)

Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

IllegalArgumentException - if this enum type has no constant with the specified name

NullPointerException - if the argument is null