| 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.
|
| Modifier and Type | Method and Description |
|---|---|
CurveInterpolator |
GridCubeInterpolator.getXInterpolator()
Gets the x-value interpolator.
|
CurveInterpolator |
GridCubeInterpolator.getYInterpolator()
Gets the y-value interpolator.
|
CurveInterpolator |
GridCubeInterpolator.getZInterpolator()
Gets the z-value interpolator.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<CurveInterpolator> |
GridCubeInterpolator.Meta.xInterpolator()
The meta-property for the
xInterpolator property. |
org.joda.beans.MetaProperty<CurveInterpolator> |
GridCubeInterpolator.Meta.yInterpolator()
The meta-property for the
yInterpolator property. |
org.joda.beans.MetaProperty<CurveInterpolator> |
GridCubeInterpolator.Meta.zInterpolator()
The meta-property for the
zInterpolator property. |
| 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.
|
static GridCubeInterpolator |
GridCubeInterpolator.of(CurveInterpolator xInterpolator,
CurveInterpolator yInterpolator,
CurveInterpolator zInterpolator)
Obtains an instance from the specified interpolators, using flat extrapolation.
|
| Modifier and Type | Method and Description |
|---|---|
CurveInterpolator |
InterpolatedNodalCurveDefinition.getInterpolator()
Gets the interpolator used to find points on the curve.
|
CurveInterpolator |
InterpolatedNodalCurve.getInterpolator()
Gets the interpolator.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<CurveInterpolator> |
InterpolatedNodalCurveDefinition.Meta.interpolator()
The meta-property for the
interpolator property. |
org.joda.beans.MetaProperty<CurveInterpolator> |
InterpolatedNodalCurve.Meta.interpolator()
The meta-property for the
interpolator property. |
| Modifier and Type | Method and Description |
|---|---|
InterpolatedNodalCurveDefinition.Builder |
InterpolatedNodalCurveDefinition.Builder.interpolator(CurveInterpolator interpolator)
Sets the interpolator used to find points on the curve.
|
InterpolatedNodalCurve.Builder |
InterpolatedNodalCurve.Builder.interpolator(CurveInterpolator interpolator)
Sets the interpolator.
|
static InterpolatedNodalCurve |
InterpolatedNodalCurve.of(CurveMetadata metadata,
DoubleArray xValues,
DoubleArray yValues,
CurveInterpolator interpolator)
Creates an interpolated curve with metadata.
|
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.
|
| Modifier and Type | Field and Description |
|---|---|
static CurveInterpolator |
CurveInterpolators.DOUBLE_QUADRATIC
Double quadratic interpolator.
|
static CurveInterpolator |
CurveInterpolators.LINEAR
Linear interpolator.
|
static CurveInterpolator |
CurveInterpolators.LOG_LINEAR
Log linear interpolator.
|
static CurveInterpolator |
CurveInterpolators.LOG_NATURAL_SPLINE_DISCOUNT_FACTOR
Log natural spline interpolator for discount factors.
|
static CurveInterpolator |
CurveInterpolators.LOG_NATURAL_SPLINE_MONOTONE_CUBIC
Log natural spline interpolation with monotonicity filter.
|
static CurveInterpolator |
CurveInterpolators.NATURAL_CUBIC_SPLINE
Natural cubic spline interpolator.
|
static CurveInterpolator |
CurveInterpolators.NATURAL_SPLINE
Natural spline interpolator.
|
static CurveInterpolator |
CurveInterpolators.NATURAL_SPLINE_NONNEGATIVITY_CUBIC
Natural spline interpolator with non-negativity filter.
|
static CurveInterpolator |
CurveInterpolators.PCHIP
Piecewise cubic Hermite interpolator with monotonicity.
|
static CurveInterpolator |
CurveInterpolators.PRODUCT_LINEAR
Product linear interpolator.
|
static CurveInterpolator |
CurveInterpolators.PRODUCT_NATURAL_SPLINE
Product natural spline interpolator.
|
static CurveInterpolator |
CurveInterpolators.PRODUCT_NATURAL_SPLINE_MONOTONE_CUBIC
Product natural spline interpolator with monotonicity filter.
|
static CurveInterpolator |
CurveInterpolators.SQUARE_LINEAR
Square linear interpolator.
|
static CurveInterpolator |
CurveInterpolators.STEP_UPPER
Step upper interpolator.
|
static CurveInterpolator |
CurveInterpolators.TIME_SQUARE
Time square interpolator.
|
| Modifier and Type | Method and Description |
|---|---|
static CurveInterpolator |
CurveInterpolator.of(String uniqueName)
Obtains an instance from the specified unique name.
|
| Modifier and Type | Method and Description |
|---|---|
static ExtendedEnum<CurveInterpolator> |
CurveInterpolator.extendedEnum()
Gets the extended enum helper.
|
| Modifier and Type | Method and Description |
|---|---|
CurveInterpolator |
GridSurfaceInterpolator.getXInterpolator()
Gets the x-value interpolator.
|
CurveInterpolator |
GridSurfaceInterpolator.getYInterpolator()
Gets the y-value interpolator.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<CurveInterpolator> |
GridSurfaceInterpolator.Meta.xInterpolator()
The meta-property for the
xInterpolator property. |
org.joda.beans.MetaProperty<CurveInterpolator> |
GridSurfaceInterpolator.Meta.yInterpolator()
The meta-property for the
yInterpolator property. |
| 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.
|
static GridSurfaceInterpolator |
GridSurfaceInterpolator.of(CurveInterpolator xInterpolator,
CurveInterpolator yInterpolator)
Obtains an instance from the specified interpolators, using flat extrapolation.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.