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.