com.opengamma.strata.market.curve.interpolator

## Interface BoundCurveExtrapolator

• public interface BoundCurveExtrapolator
A curve extrapolator that has been bound to a specific curve.

A bound extrapolator is created from a CurveExtrapolator. The bind process takes the definition of the extrapolator and combines it with the x-y values. This allows implementations to optimize extrapolation calculations.

This interface is primarily used internally. Applications typically do not invoke these methods.

• ### Method Summary

All Methods
Modifier and Type Method and Description
double leftExtrapolate(double xValue)
Left extrapolates the y-value from the specified x-value.
double leftExtrapolateFirstDerivative(double xValue)
Calculates the first derivative of the left extrapolated y-value at the specified x-value.
DoubleArray leftExtrapolateParameterSensitivity(double xValue)
Calculates the parameter sensitivities of the left extrapolated y-value at the specified x-value.
double rightExtrapolate(double xValue)
Right extrapolates the y-value from the specified x-value.
double rightExtrapolateFirstDerivative(double xValue)
Calculates the first derivative of the right extrapolated y-value at the specified x-value.
DoubleArray rightExtrapolateParameterSensitivity(double xValue)
Calculates the parameter sensitivities of the right extrapolated y-value at the specified x-value.
• ### Method Detail

• #### leftExtrapolate

double leftExtrapolate(double xValue)
Left extrapolates the y-value from the specified x-value.

This method is only intended to be invoked when the x-value is less than the x-value of the first node. The behavior is undefined if called with any other x-value.

Parameters:
xValue - the x-value to find the y-value for
Returns:
the extrapolated y-value for the specified x-value
Throws:
RuntimeException - if the y-value cannot be calculated
• #### leftExtrapolateFirstDerivative

double leftExtrapolateFirstDerivative(double xValue)
Calculates the first derivative of the left extrapolated y-value at the specified x-value.

This method is only intended to be invoked when the x-value is less than the x-value of the first node. The behavior is undefined if called with any other x-value.

Parameters:
xValue - the x-value to find the y-value for
Returns:
the first derivative of the extrapolated y-value for the specified x-value
Throws:
RuntimeException - if the derivative cannot be calculated
• #### leftExtrapolateParameterSensitivity

DoubleArray leftExtrapolateParameterSensitivity(double xValue)
Calculates the parameter sensitivities of the left extrapolated y-value at the specified x-value.

This method is only intended to be invoked when the x-value is less than the x-value of the first node. The behavior is undefined if called with any other x-value.

Parameters:
xValue - the x-value to find the y-value for
Returns:
the parameter sensitivities of the extrapolated y-value for the specified x-value
Throws:
RuntimeException - if the sensitivity cannot be calculated
• #### rightExtrapolate

double rightExtrapolate(double xValue)
Right extrapolates the y-value from the specified x-value.

This method is only intended to be invoked when the x-value is greater than the x-value of the last node. The behavior is undefined if called with any other x-value.

Parameters:
xValue - the x-value to find the y-value for
Returns:
the extrapolated y-value for the specified x-value
Throws:
RuntimeException - if the y-value cannot be calculated
• #### rightExtrapolateFirstDerivative

double rightExtrapolateFirstDerivative(double xValue)
Calculates the first derivative of the right extrapolated y-value at the specified x-value.

This method is only intended to be invoked when the x-value is greater than the x-value of the last node. The behavior is undefined if called with any other x-value.

Parameters:
xValue - the x-value to find the y-value for
Returns:
the first derivative of the extrapolated y-value for the specified x-value
Throws:
RuntimeException - if the derivative cannot be calculated
• #### rightExtrapolateParameterSensitivity

DoubleArray rightExtrapolateParameterSensitivity(double xValue)
Calculates the parameter sensitivities of the right extrapolated y-value at the specified x-value.

This method is only intended to be invoked when the x-value is greater than the x-value of the last node. The behavior is undefined if called with any other x-value.

Parameters:
xValue - the x-value to find the y-value for
Returns:
the parameter sensitivities of the extrapolated y-value for the specified x-value
Throws:
RuntimeException - if the sensitivity cannot be calculated