Module net.finmath.lib
Package net.finmath.marketdata2.model.curves

Class CurveInterpolation.Builder

  • All Implemented Interfaces:
    CurveBuilder
    Enclosing class:
    CurveInterpolation
    public static class CurveInterpolation.Builder
extends Object
implements CurveBuilder
    A builder (following the builder pattern) for CurveFromInterpolationPoints objects. Allows to successively construct a curveFromInterpolationPoints object by adding points.
    Author:
    Christian Fries

    • Constructor Detail

      • Builder

        public Builder()
        Build a curveFromInterpolationPoints.

      • Builder

        public Builder​(String name,
               LocalDate referenceDate)
        Build a curveFromInterpolationPoints with a given name and given reference date.
        Parameters:
        name - The name of this curveFromInterpolationPoints.
        referenceDate - The reference date for this curveFromInterpolationPoints, i.e., the date which defined t=0.

      • Builder

        public Builder​(CurveInterpolation curveInterpolation)
        throws CloneNotSupportedException
        Build a curveFromInterpolationPoints by cloning a given curveFromInterpolationPoints.
        Parameters:
        curveInterpolation - A curveFromInterpolationPoints to be used as starting point for the new curveFromInterpolationPoints.
        Throws:
        CloneNotSupportedException - Thrown, when the curveFromInterpolationPoints could not be cloned.

    • Method Detail

      • build

        public Curve build()
        Description copied from interface: CurveBuilder
        Build the curve. The method returns the curve object. The builder cannot be used to build another curve. Use clone instead.
        Specified by:
        build in interface CurveBuilder
        Returns:
        The curve according to the specification.

      • setInterpolationMethod

        public CurveBuilder setInterpolationMethod​(CurveInterpolation.InterpolationMethod interpolationMethod)
        Set the interpolation method of the curveFromInterpolationPoints.
        Parameters:
        interpolationMethod - The interpolation method of the curveFromInterpolationPoints.
        Returns:
        A self reference to this curveFromInterpolationPoints build object.

      • setExtrapolationMethod

        public CurveBuilder setExtrapolationMethod​(CurveInterpolation.ExtrapolationMethod extrapolationMethod)
        Set the extrapolation method of the curveFromInterpolationPoints.
        Parameters:
        extrapolationMethod - The extrapolation method of the curveFromInterpolationPoints.
        Returns:
        A self reference to this curveFromInterpolationPoints build object.

      • setInterpolationEntity

        public CurveBuilder setInterpolationEntity​(CurveInterpolation.InterpolationEntity interpolationEntity)
        Set the interpolationEntity of the curveFromInterpolationPoints.
        Parameters:
        interpolationEntity - The interpolation entity of the curveFromInterpolationPoints.
        Returns:
        A self reference to this curveFromInterpolationPoints build object.

      • addPoint

        public CurveBuilder addPoint​(double time,
                             RandomVariable value,
                             boolean isParameter)
        Description copied from interface: CurveBuilder
        Add a point to the curve.
        Specified by:
        addPoint in interface CurveBuilder
        Parameters:
        time - The time of the corresponding point.
        value - The value of the corresponding point.
        isParameter - A boolean, specifying weather the point should be considered a free parameter (true) or not (false). Fee parameters can be used to create a clone with modified values, see CurveInterpolation.getCloneForParameter(RandomVariable[])
        Returns:
        A self reference to this curve build object.