Module net.finmath.lib

Package net.finmath.marketdata2.model.curves

Enum CurveInterpolation.InterpolationMethod

java.lang.Object

java.lang.Enum<CurveInterpolation.InterpolationMethod>

net.finmath.marketdata2.model.curves.CurveInterpolation.InterpolationMethod

All Implemented Interfaces:

Serializable, Comparable<CurveInterpolation.InterpolationMethod>, java.lang.constant.Constable

Enclosing class:

CurveInterpolation

public static enum CurveInterpolation.InterpolationMethod
extends Enum<CurveInterpolation.InterpolationMethod>

Possible interpolation methods.

Author:

Christian Fries

Nested Class Summary

Nested classes/interfaces inherited from class java.lang.Enum

Enum.EnumDesc<E extends Enum<E>>

Enum Constant Summary

Enum Constants

Enum Constant	Description
HARMONIC_SPLINE	Harmonic spline interpolation (C1 sub-spline interpolation).
HARMONIC_SPLINE_WITH_MONOTONIC_FILTERING	Harmonic spline interpolation (C1 sub-spline interpolation) with a monotonic filtering at the boundary points.
LINEAR	Linear interpolation.
PIECEWISE_CONSTANT	Constant interpolation.
PIECEWISE_CONSTANT_LEFTPOINT	Constant interpolation.
PIECEWISE_CONSTANT_RIGHTPOINT	Constant interpolation using the value of the right end point of the interval.

Method Summary

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

Methods inherited from class java.lang.Enum

clone, compareTo, describeConstable, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Details

PIECEWISE_CONSTANT

public static final CurveInterpolation.InterpolationMethod PIECEWISE_CONSTANT

Constant interpolation. Synonym of PIECEWISE_CONSTANT_LEFTPOINT.

PIECEWISE_CONSTANT_LEFTPOINT

public static final CurveInterpolation.InterpolationMethod PIECEWISE_CONSTANT_LEFTPOINT

Constant interpolation. Right continuous, i.e. using the value of the left end point of the interval.

PIECEWISE_CONSTANT_RIGHTPOINT

public static final CurveInterpolation.InterpolationMethod PIECEWISE_CONSTANT_RIGHTPOINT

Constant interpolation using the value of the right end point of the interval.

LINEAR

public static final CurveInterpolation.InterpolationMethod LINEAR

Linear interpolation.

HARMONIC_SPLINE

public static final CurveInterpolation.InterpolationMethod HARMONIC_SPLINE

Harmonic spline interpolation (C1 sub-spline interpolation).

HARMONIC_SPLINE_WITH_MONOTONIC_FILTERING

public static final CurveInterpolation.InterpolationMethod HARMONIC_SPLINE_WITH_MONOTONIC_FILTERING

Harmonic spline interpolation (C1 sub-spline interpolation) with a monotonic filtering at the boundary points.

Method Details

values

public static CurveInterpolation.InterpolationMethod[] values()

Returns an array containing the constants of this enum type, in the order they are declared.

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static CurveInterpolation.InterpolationMethod valueOf(String name)

Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

IllegalArgumentException - if this enum type has no constant with the specified name

NullPointerException - if the argument is null