Module net.finmath.lib
Enum CurveInterpolation.InterpolationMethod
- java.lang.Object
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- java.lang.Enum<CurveInterpolation.InterpolationMethod>
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- net.finmath.marketdata.model.curves.CurveInterpolation.InterpolationMethod
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- All Implemented Interfaces:
Serializable
,Comparable<CurveInterpolation.InterpolationMethod>
- Enclosing class:
- CurveInterpolation
public static enum CurveInterpolation.InterpolationMethod extends Enum<CurveInterpolation.InterpolationMethod>
Possible interpolation methods.- Author:
- Christian Fries
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Enum Constant Summary
Enum Constants Enum Constant Description AKIMA
Akima interpolation (C1 sub-spline interpolation).AKIMA_CONTINUOUS
Akima interpolation (C1 sub-spline interpolation) with a smoothing in the weights.CUBIC_SPLINE
Cubic spline interpolation.HARMONIC_SPLINE
Harmonic spline interpolation (C1 sub-spline interpolation).HARMONIC_SPLINE_WITH_MONOTONIC_FILTERING
Harmonic spline interpolation (C1 sub-spline interpolation) with a monotonic filtering at the boundary points.LINEAR
Linear interpolation.PIECEWISE_CONSTANT
Constant interpolation.PIECEWISE_CONSTANT_LEFTPOINT
Constant interpolation.PIECEWISE_CONSTANT_RIGHTPOINT
Constant interpolation using the value of the right end point of the interval.
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static CurveInterpolation.InterpolationMethod
valueOf(String name)
Returns the enum constant of this type with the specified name.static CurveInterpolation.InterpolationMethod[]
values()
Returns an array containing the constants of this enum type, in the order they are declared.
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Enum Constant Detail
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PIECEWISE_CONSTANT
public static final CurveInterpolation.InterpolationMethod PIECEWISE_CONSTANT
Constant interpolation. Synonym of PIECEWISE_CONSTANT_LEFTPOINT.
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PIECEWISE_CONSTANT_LEFTPOINT
public static final CurveInterpolation.InterpolationMethod PIECEWISE_CONSTANT_LEFTPOINT
Constant interpolation. Right continuous, i.e. using the value of the left end point of the interval.
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PIECEWISE_CONSTANT_RIGHTPOINT
public static final CurveInterpolation.InterpolationMethod PIECEWISE_CONSTANT_RIGHTPOINT
Constant interpolation using the value of the right end point of the interval.
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LINEAR
public static final CurveInterpolation.InterpolationMethod LINEAR
Linear interpolation.
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CUBIC_SPLINE
public static final CurveInterpolation.InterpolationMethod CUBIC_SPLINE
Cubic spline interpolation.
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AKIMA
public static final CurveInterpolation.InterpolationMethod AKIMA
Akima interpolation (C1 sub-spline interpolation).
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AKIMA_CONTINUOUS
public static final CurveInterpolation.InterpolationMethod AKIMA_CONTINUOUS
Akima interpolation (C1 sub-spline interpolation) with a smoothing in the weights.
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HARMONIC_SPLINE
public static final CurveInterpolation.InterpolationMethod HARMONIC_SPLINE
Harmonic spline interpolation (C1 sub-spline interpolation).
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HARMONIC_SPLINE_WITH_MONOTONIC_FILTERING
public static final CurveInterpolation.InterpolationMethod HARMONIC_SPLINE_WITH_MONOTONIC_FILTERING
Harmonic spline interpolation (C1 sub-spline interpolation) with a monotonic filtering at the boundary points.
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Method Detail
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values
public static CurveInterpolation.InterpolationMethod[] 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 (CurveInterpolation.InterpolationMethod c : CurveInterpolation.InterpolationMethod.values()) System.out.println(c);
- Returns:
- an array containing the constants of this enum type, in the order they are declared
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valueOf
public static CurveInterpolation.InterpolationMethod 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 nameNullPointerException
- if the argument is null
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