com.opengamma.strata.market.curve.interpolator

Interface CurveExtrapolator

All Superinterfaces:

Named

public interface CurveExtrapolator
extends Named

Interface for extrapolators which extrapolate beyond the ends of a curve.

Method Summary

Modifier and Type	Method and Description
BoundCurveExtrapolator	bind(DoubleArray xValues, DoubleArray yValues, BoundCurveInterpolator interpolator) Binds this extrapolator to a curve.
static ExtendedEnum<CurveExtrapolator>	extendedEnum() Gets the extended enum helper.
String	getName() Gets the name that uniquely identifies this extrapolator.
static CurveExtrapolator	of(String uniqueName) Obtains an instance from the specified unique name.

Methods inherited from interface com.opengamma.strata.collect.named.Named

of

Method Detail

of

static CurveExtrapolator of(String uniqueName)

Obtains an instance from the specified unique name.

Parameters:

uniqueName - the unique name

Returns:

the index

Throws:

IllegalArgumentException - if the name is not known

extendedEnum

static ExtendedEnum<CurveExtrapolator> extendedEnum()

Gets the extended enum helper.

This helper allows instances of the extrapolator to be looked up. It also provides the complete set of available instances.

Returns:

the extended enum helper

bind

BoundCurveExtrapolator bind(DoubleArray xValues,
                            DoubleArray yValues,
                            BoundCurveInterpolator interpolator)

Binds this extrapolator to a curve.

The bind process takes the definition of the extrapolator and combines it with the x-y values. This allows implementations to optimize extrapolation calculations.

This method is intended to be called from within CurveInterpolator.bind(DoubleArray, DoubleArray, CurveExtrapolator, CurveExtrapolator). Callers should ensure that the interpolator instance passed in fully constructed. For example, it is incorrect to call this method from a BoundCurveInterpolator constructor.

Parameters:

xValues - the x-values of the curve, must be sorted from low to high

yValues - the y-values of the curve

interpolator - the interpolator

Returns:

the bound extrapolator

getName

String getName()

Gets the name that uniquely identifies this extrapolator.

This name is used in serialization and can be parsed using of(String).

Specified by:

getName in interface Named

Returns:

the unique name