com.opengamma.strata.market.curve.interpolator

Interface CurveInterpolator

All Superinterfaces:

Named

public interface CurveInterpolator
extends Named

Interface for interpolators that interpolate between points on a curve.

Method Summary

Modifier and Type	Method and Description
BoundCurveInterpolator	bind(DoubleArray xValues, DoubleArray yValues) Binds this interpolator to a curve where no extrapolation is permitted.
default BoundCurveInterpolator	bind(DoubleArray xValues, DoubleArray yValues, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight) Binds this interpolator to a curve specifying the extrapolators to use.
static ExtendedEnum<CurveInterpolator>	extendedEnum() Gets the extended enum helper.
String	getName() Gets the name that uniquely identifies this interpolator.
static CurveInterpolator	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 CurveInterpolator 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<CurveInterpolator> extendedEnum()

Gets the extended enum helper.

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

Returns:

the extended enum helper

bind

BoundCurveInterpolator bind(DoubleArray xValues,
                            DoubleArray yValues)

Binds this interpolator to a curve where no extrapolation is permitted.

The bound interpolator provides methods to interpolate the y-value for a x-value. If an attempt is made to interpolate an x-value outside the range defined by the first and last nodes, an exception will be thrown.

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

Parameters:

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

yValues - the y-values of the curve

Returns:

the bound interpolator

bind

default BoundCurveInterpolator bind(DoubleArray xValues,
                                    DoubleArray yValues,
                                    CurveExtrapolator extrapolatorLeft,
                                    CurveExtrapolator extrapolatorRight)

Binds this interpolator to a curve specifying the extrapolators to use.

The bound interpolator provides methods to interpolate the y-value for a x-value. If an attempt is made to interpolate an x-value outside the range defined by the first and last nodes, the appropriate extrapolator will be used.

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

Parameters:

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

yValues - the y-values of the curve

extrapolatorLeft - the extrapolator for x-values on the left

extrapolatorRight - the extrapolator for x-values on the right

Returns:

the bound interpolator

getName

String getName()

Gets the name that uniquely identifies this interpolator.

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

Specified by:

getName in interface Named

Returns:

the unique name