Uses of Interface
com.opengamma.strata.market.curve.interpolator.CurveInterpolator

Packages that use CurveInterpolator

Package	Description
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.curve.interpolator	Interpolators for interpolating in one and two dimensions.
com.opengamma.strata.market.surface.interpolator	Interpolators for surfaces.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.

Uses of CurveInterpolator in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve that return CurveInterpolator

Modifier and Type	Method	Description
CurveInterpolator	InterpolatedNodalCurve.getInterpolator()	Gets the interpolator.
CurveInterpolator	InterpolatedNodalCurveDefinition.getInterpolator()	Gets the interpolator used to find points on the curve.

Methods in com.opengamma.strata.market.curve that return types with arguments of type CurveInterpolator

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurveInterpolator>	InterpolatedNodalCurve.Meta.interpolator()	The meta-property for the interpolator property.
org.joda.beans.MetaProperty<CurveInterpolator>	InterpolatedNodalCurveDefinition.Meta.interpolator()	The meta-property for the interpolator property.

Methods in com.opengamma.strata.market.curve with parameters of type CurveInterpolator

Modifier and Type	Method	Description
InterpolatedNodalCurve.Builder	InterpolatedNodalCurve.Builder.interpolator(CurveInterpolator interpolator)	Sets the interpolator.
InterpolatedNodalCurveDefinition.Builder	InterpolatedNodalCurveDefinition.Builder.interpolator(CurveInterpolator interpolator)	Sets the interpolator used to find points on the curve.
static HybridNodalCurve	HybridNodalCurve.of(CurveMetadata metadata, DoubleArray xValues, DoubleArray yValues, int spliceIndex, CurveInterpolator interpolatorLeft, CurveInterpolator interpolatorRight, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)	Create a new hybrid nodal curve.
static InterpolatedNodalCurve	InterpolatedNodalCurve.of(CurveMetadata metadata, DoubleArray xValues, DoubleArray yValues, CurveInterpolator interpolator)	Creates an interpolated curve with metadata.
static InterpolatedNodalCurve	InterpolatedNodalCurve.of(CurveMetadata metadata, DoubleArray xValues, DoubleArray yValues, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)	Creates an interpolated curve with metadata.

Uses of CurveInterpolator in com.opengamma.strata.market.curve.interpolator

Fields in com.opengamma.strata.market.curve.interpolator declared as CurveInterpolator

Modifier and Type	Field	Description
static CurveInterpolator	CurveInterpolators.DOUBLE_QUADRATIC	Double quadratic interpolator.
static CurveInterpolator	CurveInterpolators.LINEAR	Linear interpolator.
static CurveInterpolator	CurveInterpolators.LOG_LINEAR	Log linear interpolator.
static CurveInterpolator	CurveInterpolators.LOG_NATURAL_SPLINE_DISCOUNT_FACTOR	Log natural spline interpolator for discount factors.
static CurveInterpolator	CurveInterpolators.LOG_NATURAL_SPLINE_MONOTONE_CUBIC	Log natural spline interpolation with monotonicity filter.
static CurveInterpolator	CurveInterpolators.NATURAL_CUBIC_SPLINE	Natural cubic spline interpolator.
static CurveInterpolator	CurveInterpolators.NATURAL_SPLINE	Natural spline interpolator.
static CurveInterpolator	CurveInterpolators.NATURAL_SPLINE_NONNEGATIVITY_CUBIC	Natural spline interpolator with non-negativity filter.
static CurveInterpolator	CurveInterpolators.PCHIP	Piecewise cubic Hermite interpolator with monotonicity.
static CurveInterpolator	CurveInterpolators.PRODUCT_LINEAR	Product linear interpolator.
static CurveInterpolator	CurveInterpolators.PRODUCT_NATURAL_SPLINE	Product natural spline interpolator.
static CurveInterpolator	CurveInterpolators.PRODUCT_NATURAL_SPLINE_MONOTONE_CUBIC	Product natural spline interpolator with monotonicity filter.
static CurveInterpolator	CurveInterpolators.SQUARE_LINEAR	Square linear interpolator.
static CurveInterpolator	CurveInterpolators.STEP_UPPER	Step upper interpolator.
static CurveInterpolator	CurveInterpolators.TIME_SQUARE	Time square interpolator.

Methods in com.opengamma.strata.market.curve.interpolator that return CurveInterpolator

Modifier and Type	Method	Description
static CurveInterpolator	CurveInterpolator.of(String uniqueName)	Obtains an instance from the specified unique name.

Methods in com.opengamma.strata.market.curve.interpolator that return types with arguments of type CurveInterpolator

Modifier and Type	Method	Description
static ExtendedEnum<CurveInterpolator>	CurveInterpolator.extendedEnum()	Gets the extended enum helper.

Uses of CurveInterpolator in com.opengamma.strata.market.surface.interpolator

Methods in com.opengamma.strata.market.surface.interpolator that return CurveInterpolator

Modifier and Type	Method	Description
CurveInterpolator	GridSurfaceInterpolator.getXInterpolator()	Gets the x-value interpolator.
CurveInterpolator	GridSurfaceInterpolator.getYInterpolator()	Gets the y-value interpolator.

Methods in com.opengamma.strata.market.surface.interpolator that return types with arguments of type CurveInterpolator

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurveInterpolator>	GridSurfaceInterpolator.Meta.xInterpolator()	The meta-property for the xInterpolator property.
org.joda.beans.MetaProperty<CurveInterpolator>	GridSurfaceInterpolator.Meta.yInterpolator()	The meta-property for the yInterpolator property.

Methods in com.opengamma.strata.market.surface.interpolator with parameters of type CurveInterpolator

Modifier and Type	Method	Description
static GridSurfaceInterpolator	GridSurfaceInterpolator.of(CurveInterpolator xInterpolator, CurveExtrapolator xExtrapolatorLeft, CurveExtrapolator xExtrapolatorRight, CurveInterpolator yInterpolator, CurveExtrapolator yExtrapolatorLeft, CurveExtrapolator yExtrapolatorRight)	Obtains an instance from the specified interpolators and extrapolators.
static GridSurfaceInterpolator	GridSurfaceInterpolator.of(CurveInterpolator xInterpolator, CurveExtrapolator xExtrapolator, CurveInterpolator yInterpolator, CurveExtrapolator yExtrapolator)	Obtains an instance from the specified interpolators and extrapolators.
static GridSurfaceInterpolator	GridSurfaceInterpolator.of(CurveInterpolator xInterpolator, CurveInterpolator yInterpolator)	Obtains an instance from the specified interpolators, using flat extrapolation.

Uses of CurveInterpolator in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt that return CurveInterpolator

Modifier and Type	Method	Description
CurveInterpolator	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.getStrikeInterpolator()	Gets the interpolator used in the strike dimension.
CurveInterpolator	BlackFxOptionSmileVolatilitiesSpecification.getStrikeInterpolator()	Gets the interpolator used in the strike dimension.
CurveInterpolator	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.getTimeInterpolator()	Gets the interpolator used in the time dimension.
CurveInterpolator	BlackFxOptionSmileVolatilitiesSpecification.getTimeInterpolator()	Gets the interpolator used in the time dimension.

Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type CurveInterpolator

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurveInterpolator>	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta.strikeInterpolator()	The meta-property for the strikeInterpolator property.
org.joda.beans.MetaProperty<CurveInterpolator>	BlackFxOptionSmileVolatilitiesSpecification.Meta.strikeInterpolator()	The meta-property for the strikeInterpolator property.
org.joda.beans.MetaProperty<CurveInterpolator>	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta.timeInterpolator()	The meta-property for the timeInterpolator property.
org.joda.beans.MetaProperty<CurveInterpolator>	BlackFxOptionSmileVolatilitiesSpecification.Meta.timeInterpolator()	The meta-property for the timeInterpolator property.

Methods in com.opengamma.strata.measure.fxopt with parameters of type CurveInterpolator

Modifier and Type	Method	Description
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder.strikeInterpolator(CurveInterpolator strikeInterpolator)	Sets the interpolator used in the strike dimension.
BlackFxOptionSmileVolatilitiesSpecification.Builder	BlackFxOptionSmileVolatilitiesSpecification.Builder.strikeInterpolator(CurveInterpolator strikeInterpolator)	Sets the interpolator used in the strike dimension.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder.timeInterpolator(CurveInterpolator timeInterpolator)	Sets the interpolator used in the time dimension.
BlackFxOptionSmileVolatilitiesSpecification.Builder	BlackFxOptionSmileVolatilitiesSpecification.Builder.timeInterpolator(CurveInterpolator timeInterpolator)	Sets the interpolator used in the time dimension.

Uses of CurveInterpolator in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return CurveInterpolator

Modifier and Type	Method	Description
CurveInterpolator	DirectIborCapletFloorletFlatVolatilityDefinition.getInterpolator()	Gets the interpolator for the caplet volatilities.
CurveInterpolator	SabrIborCapletFloorletVolatilityBootstrapDefinition.getInterpolator()	Gets the interpolator for the SABR parameter curves.
CurveInterpolator	SabrIborCapletFloorletVolatilityCalibrationDefinition.getInterpolator()	Gets the interpolator for the SABR parameters.

Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type CurveInterpolator

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurveInterpolator>	DirectIborCapletFloorletFlatVolatilityDefinition.Meta.interpolator()	The meta-property for the interpolator property.
org.joda.beans.MetaProperty<CurveInterpolator>	SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta.interpolator()	The meta-property for the interpolator property.
org.joda.beans.MetaProperty<CurveInterpolator>	SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta.interpolator()	The meta-property for the interpolator property.

Methods in com.opengamma.strata.pricer.capfloor with parameters of type CurveInterpolator

Modifier and Type	Method	Description
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	DirectIborCapletFloorletFlatVolatilityDefinition.Builder.interpolator(CurveInterpolator interpolator)	Sets the interpolator for the caplet volatilities.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.interpolator(CurveInterpolator interpolator)	Sets the interpolator for the SABR parameter curves.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.interpolator(CurveInterpolator interpolator)	Sets the interpolator for the SABR parameters.
static DirectIborCapletFloorletFlatVolatilityDefinition	DirectIborCapletFloorletFlatVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambda, CurveInterpolator interpolator)	Obtains an instance with flat extrapolators.
static DirectIborCapletFloorletFlatVolatilityDefinition	DirectIborCapletFloorletFlatVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambda, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)	Obtains an instance.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, CurveInterpolator timeInterpolator, CurveInterpolator strikeInterpolator)	Obtains an instance with time interpolator and strike interpolator.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, CurveInterpolator timeInterpolator, CurveInterpolator strikeInterpolator, Curve shiftCurve)	Obtains an instance with time interpolator, strike interpolator and shift curve.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, double shift, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with constant beta and shift.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with zero shift and constant beta.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, double shift, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta and nonzero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double shift, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta, nonzero shift and initial values.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta and zero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta, zero shift and initial values.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, double shift, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with constant beta and shift.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with zero shift and constant beta.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, double shift, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho and nonzero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double shift, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho, nonzero shift and initial values.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho and zero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho, zero shift and initial values.

Uses of CurveInterpolator in com.opengamma.strata.pricer.fxopt

Methods in com.opengamma.strata.pricer.fxopt that return CurveInterpolator

Modifier and Type	Method	Description
CurveInterpolator	InterpolatedStrikeSmileDeltaTermStructure.getStrikeInterpolator()	Gets the interpolator used in the strike dimension.
CurveInterpolator	InterpolatedStrikeSmileDeltaTermStructure.getTimeInterpolator()	Gets the interpolator used in the time dimension.

Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type CurveInterpolator

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurveInterpolator>	InterpolatedStrikeSmileDeltaTermStructure.Meta.strikeInterpolator()	The meta-property for the strikeInterpolator property.
org.joda.beans.MetaProperty<CurveInterpolator>	InterpolatedStrikeSmileDeltaTermStructure.Meta.timeInterpolator()	The meta-property for the timeInterpolator property.

Methods in com.opengamma.strata.pricer.fxopt with parameters of type CurveInterpolator

Modifier and Type	Method	Description
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(DoubleArray expiries, DoubleArray delta, DoubleArray atm, DoubleMatrix riskReversal, DoubleMatrix strangle, DayCount dayCount, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with strike interpolator and extrapolators specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(DoubleArray expiries, DoubleArray delta, DoubleArray atm, DoubleMatrix riskReversal, DoubleMatrix strangle, DayCount dayCount, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorLeft, CurveExtrapolator timeExtrapolatorRight, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with interpolator and extrapolators fully specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(DoubleArray expiries, DoubleArray delta, DoubleMatrix volatility, DayCount dayCount, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from expiry times, delta values and volatilities with strike interpolator and extrapolators specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(DoubleArray expiries, DoubleArray delta, DoubleMatrix volatility, DayCount dayCount, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorLeft, CurveExtrapolator timeExtrapolatorRight, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from expiry times, delta values and volatilities with interpolator and extrapolators fully specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters> volatilityTerm, DayCount dayCount, CurveExtrapolator timeExtrapolatorLeft, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorRight, CurveExtrapolator strikeExtrapolatorLeft, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorRight)	Deprecated. Use variant with correct interpolator/extrapolator order
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters> volatilityTerm, DayCount dayCount, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from a set of smile descriptions with strike interpolator and extrapolators specified.
static InterpolatedStrikeSmileDeltaTermStructure	InterpolatedStrikeSmileDeltaTermStructure.of(List<SmileDeltaParameters> volatilityTerm, DayCount dayCount, CurveInterpolator timeInterpolator, CurveExtrapolator timeExtrapolatorLeft, CurveExtrapolator timeExtrapolatorRight, CurveInterpolator strikeInterpolator, CurveExtrapolator strikeExtrapolatorLeft, CurveExtrapolator strikeExtrapolatorRight)	Obtains volatility term structure from a set of smile descriptions with interpolator and extrapolators fully specified.