Uses of Enum
net.finmath.interpolation.RationalFunctionInterpolation.InterpolationMethod

Packages that use RationalFunctionInterpolation.InterpolationMethod

Package	Description
net.finmath.fouriermethod.products.smile	Products which are provide a "smile function" \( K \mapsto V(K) \) mapping a product strike to the corresponding product value.
net.finmath.interpolation	Basic methodologies to interpolate of curves and surfaces are provided here.
net.finmath.marketdata.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.

Uses of RationalFunctionInterpolation.InterpolationMethod in net.finmath.fouriermethod.products.smile

Constructors in net.finmath.fouriermethod.products.smile with parameters of type RationalFunctionInterpolation.InterpolationMethod

Modifier	Constructor	Description
	EuropeanOptionSmileByCarrMadan(String underlyingName, double maturity, double[] strikes, int numberOfPoints, double gridSpacing, RationalFunctionInterpolation.InterpolationMethod intMethod, RationalFunctionInterpolation.ExtrapolationMethod extMethod)

Uses of RationalFunctionInterpolation.InterpolationMethod in net.finmath.interpolation

Subclasses with type arguments of type RationalFunctionInterpolation.InterpolationMethod in net.finmath.interpolation

Modifier and Type	Class	Description
static enum	RationalFunctionInterpolation.InterpolationMethod

Methods in net.finmath.interpolation that return RationalFunctionInterpolation.InterpolationMethod

Modifier and Type	Method	Description
RationalFunctionInterpolation.InterpolationMethod	RationalFunctionInterpolation.getInterpolationMethod()	Returns the interpolation method used.
static RationalFunctionInterpolation.InterpolationMethod	RationalFunctionInterpolation.InterpolationMethod.valueOf(String name)	Returns the enum constant of this type with the specified name.
static RationalFunctionInterpolation.InterpolationMethod[]	RationalFunctionInterpolation.InterpolationMethod.values()	Returns an array containing the constants of this enum type, in the order they are declared.

Constructors in net.finmath.interpolation with parameters of type RationalFunctionInterpolation.InterpolationMethod

Modifier	Constructor	Description
	RationalFunctionInterpolation(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.

Uses of RationalFunctionInterpolation.InterpolationMethod in net.finmath.marketdata.model.volatilities

Methods in net.finmath.marketdata.model.volatilities that return RationalFunctionInterpolation.InterpolationMethod

Modifier and Type	Method	Description
RationalFunctionInterpolation.InterpolationMethod	OptionSurfaceDataInterpolated.getMaturityInterpolationMethod()	Returns the interpolation method in maturity direction.
RationalFunctionInterpolation.InterpolationMethod	OptionSurfaceDataInterpolated.getStrikeInterpolationMethod()	Returns the interpolation method in strike direction.

Methods in net.finmath.marketdata.model.volatilities with parameters of type RationalFunctionInterpolation.InterpolationMethod

Modifier and Type	Method	Description
static OptionSurfaceDataInterpolated	OptionSurfaceDataInterpolated.of(OptionData[] optionQuotes, DiscountCurve discountCurve, DiscountCurve equityForwardCurve, RationalFunctionInterpolation.InterpolationMethod strikeInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod strikeExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod maturityInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod maturityExtrapolationMethod)	Creates an interpolated surface from sorted individual option quotes.
static OptionSurfaceDataInterpolated	OptionSurfaceDataInterpolated.of(OptionSmileData[] smiles, DiscountCurve discountCurve, DiscountCurve equityForwardCurve, RationalFunctionInterpolation.InterpolationMethod strikeInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod strikeExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod maturityInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod maturityExtrapolationMethod)	Creates an interpolated surface from sorted option smiles.
static OptionSurfaceDataInterpolated	OptionSurfaceDataInterpolated.ofUnsorted(OptionData[] optionQuotes, DiscountCurve discountCurve, DiscountCurve equityForwardCurve, RationalFunctionInterpolation.InterpolationMethod strikeInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod strikeExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod maturityInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod maturityExtrapolationMethod)	Creates an interpolated surface from unsorted individual option quotes.
static OptionSurfaceDataInterpolated	OptionSurfaceDataInterpolated.ofUnsorted(OptionSmileData[] smiles, DiscountCurve discountCurve, DiscountCurve equityForwardCurve, RationalFunctionInterpolation.InterpolationMethod strikeInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod strikeExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod maturityInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod maturityExtrapolationMethod)	Creates an interpolated surface from unsorted option smiles.

Constructors in net.finmath.marketdata.model.volatilities with parameters of type RationalFunctionInterpolation.InterpolationMethod

Modifier	Constructor	Description
	OptionSurfaceDataInterpolated(OptionData[] optionQuotes, DiscountCurve discountCurve, DiscountCurve equityForwardCurve, RationalFunctionInterpolation.InterpolationMethod strikeInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod strikeExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod maturityInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod maturityExtrapolationMethod)	Creates an interpolated surface from individual option quotes.
	OptionSurfaceDataInterpolated(OptionSmileData[] smiles, DiscountCurve discountCurve, DiscountCurve equityForwardCurve, RationalFunctionInterpolation.InterpolationMethod strikeInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod strikeExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod maturityInterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod maturityExtrapolationMethod)	Creates an interpolated surface from option smiles.