java.lang.Object
net.finmath.marketdata.model.curves.CurveInterpolation.Builder
- All Implemented Interfaces:
CurveBuilder
- Direct Known Subclasses:
PiecewiseCurve.Builder
,SeasonalCurve.Builder
- Enclosing class:
CurveInterpolation
A builder (following the builder pattern) for CurveFromInterpolationPoints objects.
Allows to successively construct a curve object by adding points.
- Author:
- Christian Fries
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Constructor Summary
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Method Summary
Modifier and TypeMethodDescriptionaddPoint
(double time, double value, boolean isParameter) Add a point to the curve.build()
Build the curve.setExtrapolationMethod
(CurveInterpolation.ExtrapolationMethod extrapolationMethod) Set the extrapolation method of the curve.setInterpolationEntity
(CurveInterpolation.InterpolationEntity interpolationEntity) Set the interpolationEntity of the curve.setInterpolationMethod
(CurveInterpolation.InterpolationMethod interpolationMethod) Set the interpolation method of the curve.
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Constructor Details
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Builder
public Builder()Build a curve. -
Builder
Build a curve with a given name and given reference date.- Parameters:
name
- The name of this curve.referenceDate
- The reference date for this curve, i.e., the date which defined t=0.
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Builder
Build a curve by cloning a given curve.- Parameters:
curveInterpolation
- A curve to be used as starting point for the new curve.- Throws:
CloneNotSupportedException
- Thrown, when the curve could not be cloned.
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Method Details
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build
Description copied from interface:CurveBuilder
Build the curve. The method returns the curve object. The builder cannot be used to build another curve. Use clone instead.- Specified by:
build
in interfaceCurveBuilder
- Returns:
- The curve according to the specification.
- Throws:
CloneNotSupportedException
- Thrown if the curve could not be build (likely due to a template throwingCloneNotSupportedException
.
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addPoint
Description copied from interface:CurveBuilder
Add a point to the curve.- Specified by:
addPoint
in interfaceCurveBuilder
- Parameters:
time
- The time of the corresponding point.value
- The value of the corresponding point.isParameter
- A boolean, specifying weather the point should be considered a free parameter (true) or not (false). Fee parameters can be used to create a clone with modified values, seeCurveInterpolation.getCloneForParameter(double[])
- Returns:
- A self reference to this curve build object.
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setInterpolationMethod
public CurveInterpolation.Builder setInterpolationMethod(CurveInterpolation.InterpolationMethod interpolationMethod) Set the interpolation method of the curve.- Parameters:
interpolationMethod
- The interpolation method of the curve.- Returns:
- A self reference to this curve build object.
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setExtrapolationMethod
public CurveInterpolation.Builder setExtrapolationMethod(CurveInterpolation.ExtrapolationMethod extrapolationMethod) Set the extrapolation method of the curve.- Parameters:
extrapolationMethod
- The extrapolation method of the curve.- Returns:
- A self reference to this curve build object.
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setInterpolationEntity
public CurveInterpolation.Builder setInterpolationEntity(CurveInterpolation.InterpolationEntity interpolationEntity) Set the interpolationEntity of the curve.- Parameters:
interpolationEntity
- The interpolation entity of the curve.- Returns:
- A self reference to this curve build object.
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