- java.lang.Object
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- net.finmath.singleswaprate.data.DataTableBasic
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- net.finmath.singleswaprate.data.DataTableInterpolated
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- net.finmath.singleswaprate.data.DataTableExtrapolated
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- All Implemented Interfaces:
Serializable
,Cloneable
,DataTable
public class DataTableExtrapolated extends DataTableInterpolated implements DataTable, Cloneable
ExtendsDataTableBasic
with the capacity to inter- and extrapolate values off the tenor grid. Note that the interpolation is done to the accuracy of the table convention.- Author:
- Christian Fries, Roland Bachl
- See Also:
- Serialized Form
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Nested Class Summary
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Nested classes/interfaces inherited from class net.finmath.singleswaprate.data.DataTableBasic
DataTableBasic.DoubleKey
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Nested classes/interfaces inherited from interface net.finmath.singleswaprate.data.DataTable
DataTable.TableConvention
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Constructor Summary
Constructors Constructor Description DataTableExtrapolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData)
Create an empty table.DataTableExtrapolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, int[] maturities, int[] terminations, double[] values)
Create a table.DataTableExtrapolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, List<Integer> maturities, List<Integer> terminations, List<Double> values)
Create a table.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description DataTableExtrapolated
clone()
double
getValue(double maturity, double termination)
Returns the value of the table at a given time.double
getValue(int maturity, int termination)
Returns the value of the table at a given time.String
toString()
String
toString(double unit)
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Methods inherited from class net.finmath.singleswaprate.data.DataTableInterpolated
interpolateDataTable
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Methods inherited from class net.finmath.singleswaprate.data.DataTableBasic
addPoint, addPoints, containsEntryFor, containsEntryFor, getConvention, getMaturities, getMaturitiesForTermination, getName, getReferenceDate, getScheduleMetaData, getTerminations, getTerminationsForMaturity, getValue, size, upgradeDataTableLight
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Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
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Methods inherited from interface net.finmath.singleswaprate.data.DataTable
addPoint, addPoints, containsEntryFor, containsEntryFor, getConvention, getMaturities, getMaturitiesForTermination, getName, getReferenceDate, getScheduleMetaData, getTerminations, getTerminationsForMaturity, size
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Constructor Detail
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DataTableExtrapolated
public DataTableExtrapolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData)
Create an empty table.- Parameters:
name
- The name of the table.convention
- The convention of the table.referenceDate
- The referenceDate of the table.scheduleMetaData
- The schedule meta data of the table.
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DataTableExtrapolated
public DataTableExtrapolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, int[] maturities, int[] terminations, double[] values)
Create a table.- Parameters:
name
- The name of the table.convention
- The convention of the table.referenceDate
- The referenceDate of the table.scheduleMetaData
- The schedule meta data of the table.maturities
- The maturities of the points as offset with respect to the reference date.terminations
- The terminations of the points as offset with respect to the maturity date.values
- The values at the points.
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DataTableExtrapolated
public DataTableExtrapolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, List<Integer> maturities, List<Integer> terminations, List<Double> values)
Create a table.- Parameters:
name
- The name of the table.convention
- The convention of the table.referenceDate
- The referenceDate of the table.scheduleMetaData
- The schedule meta data of the table.maturities
- The maturities of the points as offset with respect to the reference date.terminations
- The terminations of the points as offset with respect to the maturity date.values
- The values at the points.
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Method Detail
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getValue
public double getValue(int maturity, int termination)
Description copied from interface:DataTable
Returns the value of the table at a given time. Interpolates if the table is set up to do so.- Specified by:
getValue
in interfaceDataTable
- Overrides:
getValue
in classDataTableInterpolated
- Parameters:
maturity
- The maturity as offset with respect to the reference date.termination
- The termination as offset with respect to the maturity date.- Returns:
- Value at the given time.
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getValue
public double getValue(double maturity, double termination)
Description copied from interface:DataTable
Returns the value of the table at a given time. Interpolates if the table is set up to do so.- Specified by:
getValue
in interfaceDataTable
- Overrides:
getValue
in classDataTableInterpolated
- Parameters:
maturity
- Maturity in double as year fraction with respect to reference date.termination
- Termination in double as year fraction with respect to reference date.- Returns:
- Value at the given time.
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clone
public DataTableExtrapolated clone()
- Specified by:
clone
in interfaceDataTable
- Overrides:
clone
in classDataTableInterpolated
- Returns:
- A copy of the table.
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toString
public String toString()
- Overrides:
toString
in classDataTableInterpolated
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toString
public String toString(double unit)
- Overrides:
toString
in classDataTableInterpolated
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