Class DataTableInterpolated

java.lang.Object
net.finmath.singleswaprate.data.DataTableBasic
net.finmath.singleswaprate.data.DataTableInterpolated
All Implemented Interfaces:
Serializable, Cloneable, DataTable
Direct Known Subclasses:
DataTableExtrapolated

public class DataTableInterpolated extends DataTableBasic implements DataTable, Cloneable
Extends DataTableBasic with the capacity to interpolate values between tenor grid nodes. Note that the interpolation is done to the accuracy of the table convention.
Author:
Christian Fries, Roland Bachl
See Also:
  • Constructor Details

    • DataTableInterpolated

      public DataTableInterpolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData)
      Create an empty table.
      Parameters:
      name - The name of the table.
      convention - The convention of the table.
      referenceDate - The referenceDate of the table.
      scheduleMetaData - The schedule meta data of the table.
    • DataTableInterpolated

      public DataTableInterpolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, int[] maturities, int[] terminations, double[] values)
      Create a table.
      Parameters:
      name - The name of the table.
      convention - The convention of the table.
      referenceDate - The referenceDate of the table.
      scheduleMetaData - The schedule meta data of the table.
      maturities - The maturities of the points as offset with respect to the reference date.
      terminations - The terminations of the points as offset with respect to the maturity date.
      values - The values at the points.
    • DataTableInterpolated

      public DataTableInterpolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, List<Integer> maturities, List<Integer> terminations, List<Double> values)
      Create a table.
      Parameters:
      name - The name of the table.
      convention - The convention of the table.
      referenceDate - The referenceDate of the table.
      scheduleMetaData - The schedule meta data of the table.
      maturities - The maturities of the points as offset with respect to the reference date.
      terminations - The terminations of the points as offset with respect to the maturity date.
      values - The values at the points.
  • Method Details

    • interpolateDataTable

      public static DataTableInterpolated interpolateDataTable(DataTableBasic baseTable)
      Create an interpolated table from a basic table.
      Parameters:
      baseTable - The table to receive interpolation.
      Returns:
      The table with interpolation.
    • getValue

      public double getValue(int maturity, int termination)
      Description copied from interface: DataTable
      Returns the value of the table at a given time. Interpolates if the table is set up to do so.
      Specified by:
      getValue in interface DataTable
      Overrides:
      getValue in class DataTableBasic
      Parameters:
      maturity - The maturity as offset with respect to the reference date.
      termination - The termination as offset with respect to the maturity date.
      Returns:
      Value at the given time.
    • getValue

      public double getValue(double maturity, double termination)
      Description copied from interface: DataTable
      Returns the value of the table at a given time. Interpolates if the table is set up to do so.
      Specified by:
      getValue in interface DataTable
      Overrides:
      getValue in class DataTableBasic
      Parameters:
      maturity - Maturity in double as year fraction with respect to reference date.
      termination - Termination in double as year fraction with respect to reference date.
      Returns:
      Value at the given time.
    • clone

      public DataTableInterpolated clone()
      Specified by:
      clone in interface DataTable
      Overrides:
      clone in class DataTableBasic
      Returns:
      A copy of the table.
    • toString

      public String toString()
      Overrides:
      toString in class DataTableBasic
    • toString

      public String toString(double unit)
      Overrides:
      toString in class DataTableBasic