| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| Modifier and Type | Method and Description |
|---|---|
InterpolatedNodalCurve |
InterpolatedNodalCurve.Builder.build() |
InterpolatedNodalCurve |
IsdaCreditCurveDefinition.curve(DoubleArray yearFractions,
DoubleArray zeroRates)
Creates the ISDA compliant curve.
|
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.
|
InterpolatedNodalCurve |
InterpolatedNodalCurve.withMetadata(CurveMetadata metadata) |
InterpolatedNodalCurve |
InterpolatedNodalCurve.withNode(double x,
double y,
ParameterMetadata paramMetadata)
Returns a new curve with an additional node, specifying the parameter metadata.
|
InterpolatedNodalCurve |
InterpolatedNodalCurve.withParameter(int parameterIndex,
double newValue) |
InterpolatedNodalCurve |
InterpolatedNodalCurve.withPerturbation(ParameterPerturbation perturbation) |
InterpolatedNodalCurve |
InterpolatedNodalCurve.withValues(DoubleArray xValues,
DoubleArray yValues) |
InterpolatedNodalCurve |
InterpolatedNodalCurve.withYValues(DoubleArray yValues) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends InterpolatedNodalCurve> |
InterpolatedNodalCurve.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.