Uses of Enum
net.finmath.interpolation.RationalFunctionInterpolation.ExtrapolationMethod
Package
Description
Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to
the corresponding product value.
Basic methodologies to interpolate of curves and surfaces are provided here.
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Uses of RationalFunctionInterpolation.ExtrapolationMethod in net.finmath.fouriermethod.products.smile
ModifierConstructorDescriptionEuropeanOptionSmileByCarrMadan
(String underlyingName, double maturity, double[] strikes, int numberOfPoints, double gridSpacing, RationalFunctionInterpolation.InterpolationMethod intMethod, RationalFunctionInterpolation.ExtrapolationMethod extMethod) -
Uses of RationalFunctionInterpolation.ExtrapolationMethod in net.finmath.interpolation
Modifier and TypeMethodDescriptionReturns the enum constant of this type with the specified name.RationalFunctionInterpolation.ExtrapolationMethod.values()
Returns an array containing the constants of this enum type, in the order they are declared.ModifierConstructorDescriptionRationalFunctionInterpolation
(double[] points, double[] values, RationalFunctionInterpolation.InterpolationMethod interpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod extrapolationMethod) Generate a rational function interpolation from a given set of points using the specified interpolation and extrapolation method.