Uses of Class
com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

Packages that use GridSurfaceInterpolator

Package	Description
com.opengamma.strata.market.surface.interpolator	Interpolators for surfaces.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.

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

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

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.

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

Modifier and Type	Method	Description
Class<? extends GridSurfaceInterpolator>	GridSurfaceInterpolator.Meta.beanType()
org.joda.beans.BeanBuilder<? extends GridSurfaceInterpolator>	GridSurfaceInterpolator.Meta.builder()

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

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

Modifier and Type	Method	Description
GridSurfaceInterpolator	DirectIborCapletFloorletVolatilityDefinition.getInterpolator()	Gets the interpolator for the caplet volatilities.
GridSurfaceInterpolator	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.getInterpolator()	Gets the interpolator for the caplet volatilities.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<GridSurfaceInterpolator>	DirectIborCapletFloorletVolatilityDefinition.Meta.interpolator()	The meta-property for the interpolator property.
org.joda.beans.MetaProperty<GridSurfaceInterpolator>	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta.interpolator()	The meta-property for the interpolator property.

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

Modifier and Type	Method	Description
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.interpolator(GridSurfaceInterpolator interpolator)	Sets the interpolator for the caplet volatilities.
static DirectIborCapletFloorletVolatilityDefinition	DirectIborCapletFloorletVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambdaExpiry, double lambdaStrike, GridSurfaceInterpolator interpolator)	Obtains an instance with zero shift.
static DirectIborCapletFloorletVolatilityDefinition	DirectIborCapletFloorletVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambdaExpiry, double lambdaStrike, GridSurfaceInterpolator interpolator, Curve shiftCurve)	Obtains an instance with shift curve.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, GridSurfaceInterpolator interpolator)	Obtains an instance with gird surface interpolator.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, GridSurfaceInterpolator interpolator, Curve shiftCurve)	Obtains an instance with gird surface interpolator and shift curve.