LinearSmileInterpolater (finmath lib 5.0.5 API)

java.lang.Object
- net.finmath.marketdata.model.volatility.caplet.smile.LinearSmileInterpolater

All Implemented Interfaces:

SmileInterpolationExtrapolationMethod
```
public class LinearSmileInterpolater
extends Object
implements SmileInterpolationExtrapolationMethod
```
This class implements the smile linearly and extrapolates piecewise constant.

Author:

Daniel Willhalm

Constructor Summary

Constructors
Constructor Description

LinearSmileInterpolater(double[][] volatilityMatrix, double[] strikeVector)

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`double`	`calculateInterpolatedExtrapolatedSmileVolatility(double strike, int rowIndex)`	Method that returns the linearly interpolated or constantly extrapolated volatility for a given strike and row index.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - LinearSmileInterpolater
```
public LinearSmileInterpolater(double[][] volatilityMatrix,
                               double[] strikeVector)
```
- Method Detail
  - calculateInterpolatedExtrapolatedSmileVolatility
```
public double calculateInterpolatedExtrapolatedSmileVolatility(double strike,
                                                               int rowIndex)
```
    Method that returns the linearly interpolated or constantly extrapolated volatility for a given strike and row index.
    
    Specified by:
    
    calculateInterpolatedExtrapolatedSmileVolatility in interface SmileInterpolationExtrapolationMethod
    
    Parameters:
    
    strike - The desired strike.
    
    rowIndex - The desired row index.
    
    Returns:
    
    The inter/extrapolated volatility.