Uses of Enum
net.finmath.marketdata2.model.curves.ForwardCurveInterpolation.InterpolationEntityForward
Packages that use 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.marketdata2.model.curves
Methods in net.finmath.marketdata2.model.curves that return ForwardCurveInterpolation.InterpolationEntityForwardModifier 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.Methods in net.finmath.marketdata2.model.curves with parameters of type ForwardCurveInterpolation.InterpolationEntityForwardModifier and TypeMethodDescriptionstatic ForwardCurveInterpolation
ForwardCurveInterpolation.createForwardCurveFromForwards(String name, LocalDate referenceDate, String paymentOffsetCode, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, RandomVariable[] 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, RandomVariable[] 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, RandomVariable[] givenForwards)
Create a forward curve from given times and given forwards.Constructors in net.finmath.marketdata2.model.curves with parameters of type ForwardCurveInterpolation.InterpolationEntityForwardModifierConstructorDescriptionForwardCurveInterpolation(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.