Uses of Interface
com.opengamma.strata.market.curve.interpolator.CurveExtrapolator

Packages that use CurveExtrapolator

Package	Description
com.opengamma.strata.market.cube.interpolator
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.curve.interpolator	Interpolators for interpolating in one and two dimensions.
com.opengamma.strata.market.surface.interpolator	Interpolators for surfaces.

Uses of CurveExtrapolator in com.opengamma.strata.market.cube.interpolator

Methods in com.opengamma.strata.market.cube.interpolator that return CurveExtrapolator

Modifier and Type	Method and Description
CurveExtrapolator	GridCubeInterpolator.getXExtrapolatorLeft() Gets the x-value left extrapolator.
CurveExtrapolator	GridCubeInterpolator.getXExtrapolatorRight() Gets the x-value right extrapolator.
CurveExtrapolator	GridCubeInterpolator.getYExtrapolatorLeft() Gets the y-value left extrapolator.
CurveExtrapolator	GridCubeInterpolator.getYExtrapolatorRight() Gets the y-value right extrapolator.
CurveExtrapolator	GridCubeInterpolator.getZExtrapolatorLeft() Gets the z-value left extrapolator.
CurveExtrapolator	GridCubeInterpolator.getZExtrapolatorRight() Gets the z-value right extrapolator.

Methods in com.opengamma.strata.market.cube.interpolator that return types with arguments of type CurveExtrapolator

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<CurveExtrapolator>	GridCubeInterpolator.Meta.xExtrapolatorLeft() The meta-property for the xExtrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	GridCubeInterpolator.Meta.xExtrapolatorRight() The meta-property for the xExtrapolatorRight property.
org.joda.beans.MetaProperty<CurveExtrapolator>	GridCubeInterpolator.Meta.yExtrapolatorLeft() The meta-property for the yExtrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	GridCubeInterpolator.Meta.yExtrapolatorRight() The meta-property for the yExtrapolatorRight property.
org.joda.beans.MetaProperty<CurveExtrapolator>	GridCubeInterpolator.Meta.zExtrapolatorLeft() The meta-property for the zExtrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	GridCubeInterpolator.Meta.zExtrapolatorRight() The meta-property for the zExtrapolatorRight property.

Methods in com.opengamma.strata.market.cube.interpolator with parameters of type CurveExtrapolator

Modifier and Type	Method and Description
static GridCubeInterpolator	GridCubeInterpolator.of(CurveInterpolator xInterpolator, CurveExtrapolator xExtrapolatorLeft, CurveExtrapolator xExtrapolatorRight, CurveInterpolator yInterpolator, CurveExtrapolator yExtrapolatorLeft, CurveExtrapolator yExtrapolatorRight, CurveInterpolator zInterpolator, CurveExtrapolator zExtrapolatorLeft, CurveExtrapolator zExtrapolatorRight) Obtains an instance from the specified interpolators and extrapolators.
static GridCubeInterpolator	GridCubeInterpolator.of(CurveInterpolator xInterpolator, CurveExtrapolator xExtrapolator, CurveInterpolator yInterpolator, CurveExtrapolator yExtrapolator, CurveInterpolator zInterpolator, CurveExtrapolator zExtrapolator) Obtains an instance from the specified interpolators and extrapolators.

Uses of CurveExtrapolator in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve that return CurveExtrapolator

Modifier and Type	Method and Description
CurveExtrapolator	InterpolatedNodalCurveDefinition.getExtrapolatorLeft() Gets the extrapolator used to find points to the left of the leftmost point on the curve.
CurveExtrapolator	InterpolatedNodalCurve.getExtrapolatorLeft() Gets the extrapolator for x-values on the left, defaulted to 'Flat".
CurveExtrapolator	InterpolatedNodalCurveDefinition.getExtrapolatorRight() Gets the extrapolator used to find points to the right of the rightmost point on the curve.
CurveExtrapolator	InterpolatedNodalCurve.getExtrapolatorRight() Gets the extrapolator for x-values on the right, defaulted to 'Flat".

Methods in com.opengamma.strata.market.curve that return types with arguments of type CurveExtrapolator

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<CurveExtrapolator>	InterpolatedNodalCurveDefinition.Meta.extrapolatorLeft() The meta-property for the extrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	InterpolatedNodalCurve.Meta.extrapolatorLeft() The meta-property for the extrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	InterpolatedNodalCurveDefinition.Meta.extrapolatorRight() The meta-property for the extrapolatorRight property.
org.joda.beans.MetaProperty<CurveExtrapolator>	InterpolatedNodalCurve.Meta.extrapolatorRight() The meta-property for the extrapolatorRight property.

Methods in com.opengamma.strata.market.curve with parameters of type CurveExtrapolator

Modifier and Type	Method and Description
InterpolatedNodalCurveDefinition.Builder	InterpolatedNodalCurveDefinition.Builder.extrapolatorLeft(CurveExtrapolator extrapolatorLeft) Sets the extrapolator used to find points to the left of the leftmost point on the curve.
InterpolatedNodalCurve.Builder	InterpolatedNodalCurve.Builder.extrapolatorLeft(CurveExtrapolator extrapolatorLeft) Sets the extrapolator for x-values on the left, defaulted to 'Flat".
InterpolatedNodalCurveDefinition.Builder	InterpolatedNodalCurveDefinition.Builder.extrapolatorRight(CurveExtrapolator extrapolatorRight) Sets the extrapolator used to find points to the right of the rightmost point on the curve.
InterpolatedNodalCurve.Builder	InterpolatedNodalCurve.Builder.extrapolatorRight(CurveExtrapolator extrapolatorRight) Sets the extrapolator for x-values on the right, defaulted to 'Flat".
static InterpolatedNodalCurve	InterpolatedNodalCurve.of(CurveMetadata metadata, DoubleArray xValues, DoubleArray yValues, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight) Creates an interpolated curve with metadata.
static HybridNodalCurve	HybridNodalCurve.of(CurveMetadata metadata, DoubleArray xValues, DoubleArray yValues, int spliceIndex, CurveInterpolator interpolatorLeft, CurveInterpolator interpolatorRight, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight) Create a new hybrid nodal curve.

Uses of CurveExtrapolator in com.opengamma.strata.market.curve.interpolator

Fields in com.opengamma.strata.market.curve.interpolator declared as CurveExtrapolator

Modifier and Type	Field and Description
static CurveExtrapolator	CurveExtrapolators.DISCOUNT_FACTOR_LINEAR_RIGHT_ZERO_RATE Discount factor linear right extrapolator for zeor rates.
static CurveExtrapolator	CurveExtrapolators.DISCOUNT_FACTOR_QUADRATIC_LEFT_ZERO_RATE Discount factor quadratic left extrapolator for zero rates.
static CurveExtrapolator	CurveExtrapolators.EXCEPTION Extrapolator that throws an exception if extrapolation is attempted.
static CurveExtrapolator	CurveExtrapolators.EXPONENTIAL Exponential extrapolator.
static CurveExtrapolator	CurveExtrapolators.FLAT Flat extrapolator.
static CurveExtrapolator	CurveExtrapolators.INTERPOLATOR Interpolator extrapolator.
static CurveExtrapolator	CurveExtrapolators.LINEAR Linear extrapolator.
static CurveExtrapolator	CurveExtrapolators.LOG_LINEAR Log linear extrapolator.
static CurveExtrapolator	CurveExtrapolators.PRODUCT_LINEAR Product linear extrapolator.
static CurveExtrapolator	CurveExtrapolators.QUADRATIC_LEFT Quadratic left extrapolator.

Methods in com.opengamma.strata.market.curve.interpolator that return CurveExtrapolator

Modifier and Type	Method and Description
static CurveExtrapolator	CurveExtrapolator.of(String uniqueName) Obtains an instance from the specified unique name.

Methods in com.opengamma.strata.market.curve.interpolator that return types with arguments of type CurveExtrapolator

Modifier and Type	Method and Description
static ExtendedEnum<CurveExtrapolator>	CurveExtrapolator.extendedEnum() Gets the extended enum helper.

Methods in com.opengamma.strata.market.curve.interpolator with parameters of type CurveExtrapolator

Modifier and Type	Method and Description
default BoundCurveInterpolator	CurveInterpolator.bind(DoubleArray xValues, DoubleArray yValues, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight) Binds this interpolator to a curve specifying the extrapolators to use.

Uses of CurveExtrapolator in com.opengamma.strata.market.surface.interpolator

Methods in com.opengamma.strata.market.surface.interpolator that return CurveExtrapolator

Modifier and Type	Method and Description
CurveExtrapolator	GridSurfaceInterpolator.getXExtrapolatorLeft() Gets the x-value left extrapolator.
CurveExtrapolator	GridSurfaceInterpolator.getXExtrapolatorRight() Gets the x-value right extrapolator.
CurveExtrapolator	GridSurfaceInterpolator.getYExtrapolatorLeft() Gets the y-value left extrapolator.
CurveExtrapolator	GridSurfaceInterpolator.getYExtrapolatorRight() Gets the y-value right extrapolator.

Methods in com.opengamma.strata.market.surface.interpolator that return types with arguments of type CurveExtrapolator

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<CurveExtrapolator>	GridSurfaceInterpolator.Meta.xExtrapolatorLeft() The meta-property for the xExtrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	GridSurfaceInterpolator.Meta.xExtrapolatorRight() The meta-property for the xExtrapolatorRight property.
org.joda.beans.MetaProperty<CurveExtrapolator>	GridSurfaceInterpolator.Meta.yExtrapolatorLeft() The meta-property for the yExtrapolatorLeft property.
org.joda.beans.MetaProperty<CurveExtrapolator>	GridSurfaceInterpolator.Meta.yExtrapolatorRight() The meta-property for the yExtrapolatorRight property.

Methods in com.opengamma.strata.market.surface.interpolator with parameters of type CurveExtrapolator

Modifier and Type	Method and Description
static GridSurfaceInterpolator	GridSurfaceInterpolator.of(CurveInterpolator xInterpolator, CurveExtrapolator xExtrapolatorLeft, CurveExtrapolator xExtrapolatorRight, CurveInterpolator yInterpolator, CurveExtrapolator yExtrapolatorLeft, CurveExtrapolator yExtrapolatorRight) Obtains an instance from the specified interpolators and extrapolators.
static GridSurfaceInterpolator	GridSurfaceInterpolator.of(CurveInterpolator xInterpolator, CurveExtrapolator xExtrapolator, CurveInterpolator yInterpolator, CurveExtrapolator yExtrapolator) Obtains an instance from the specified interpolators and extrapolators.