Package com.opengamma.strata.market.curve.interpolator

Interpolators for interpolating in one and two dimensions.

Curve interpolators are used during curve calibration. The built in set of interpolators are defined as an extended enum in CurveInterpolators. This allows them to be referenced statically like a constant but also allows them to be redefined and new instances added.

Interface Summary

Interface	Description
BoundCurveExtrapolator	A curve extrapolator that has been bound to a specific curve.
BoundCurveInterpolator	A curve interpolator that has been bound to a specific curve.
CurveExtrapolator	Interface for extrapolators which extrapolate beyond the ends of a curve.
CurveInterpolator	Interface for interpolators that interpolate between points on a curve.

Class Summary

Class	Description
AbstractBoundCurveInterpolator	Abstract interpolator implementation.
CurveExtrapolators	The standard set of curve extrapolators.
CurveInterpolators	The standard set of curve interpolators.