Uses of Enum
net.finmath.marketdata.model.curves.ForwardCurveInterpolation.InterpolationEntityForward
Package
Description
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
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Uses of ForwardCurveInterpolation.InterpolationEntityForward in net.finmath.marketdata.model.curves
Modifier and TypeMethodDescriptionForwardCurveInterpolation.getInterpolationEntityForward()
Returns the special interpolation method used for this forward curve.Returns the enum constant of this type with the specified name.ForwardCurveInterpolation.InterpolationEntityForward.values()
Returns an array containing the constants of this enum type, in the order they are declared.Modifier and TypeMethodDescriptionstatic ForwardCurveInterpolation
ForwardCurveInterpolation.createForwardCurveFromForwards
(String name, LocalDate referenceDate, String paymentOffsetCode, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, double[] givenForwards) Create a forward curve from given times and given forwards.static ForwardCurveInterpolation
ForwardCurveInterpolation.createForwardCurveFromForwards
(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, double[] givenForwards) Create a forward curve from given times and given forwards.static ForwardCurveInterpolation
ForwardCurveInterpolation.createForwardCurveFromForwards
(String name, Date referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, double[] givenForwards) Create a forward curve from given times and given forwards.ModifierConstructorDescriptionForwardCurveInterpolation
(String name, double paymentOffset, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName) Generate a forward curve using a given discount curve and payment offset.ForwardCurveInterpolation
(String name, LocalDate referenceDate, String paymentOffsetCode, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName) Generate a forward curve using a given discount curve and payment offset.ForwardCurveInterpolation
(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName) Generate a forward curve using a given discount curve and payment offset.