Uses of Class
net.finmath.interpolation.RationalFunctionInterpolation.InterpolationMethod
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Packages that use RationalFunctionInterpolation.InterpolationMethod 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.InterpolationMethod in net.finmath.fouriermethod.products.smile
Constructors in net.finmath.fouriermethod.products.smile with parameters of type RationalFunctionInterpolation.InterpolationMethod 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.InterpolationMethod in net.finmath.interpolation
Methods in net.finmath.interpolation that return RationalFunctionInterpolation.InterpolationMethod Modifier and Type Method Description RationalFunctionInterpolation.InterpolationMethod
RationalFunctionInterpolation. getInterpolationMethod()
Returns the interpolation method used.static RationalFunctionInterpolation.InterpolationMethod
RationalFunctionInterpolation.InterpolationMethod. valueOf(String name)
Returns the enum constant of this type with the specified name.static RationalFunctionInterpolation.InterpolationMethod[]
RationalFunctionInterpolation.InterpolationMethod. 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.InterpolationMethod 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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