Uses of Interface
com.opengamma.strata.market.surface.interpolator.SurfaceInterpolator

Packages that use SurfaceInterpolator

Package	Description
com.opengamma.strata.market.surface	Definitions of surfaces.
com.opengamma.strata.market.surface.interpolator	Interpolators for surfaces.
com.opengamma.strata.pricer.impl.volatility.local
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

Uses of SurfaceInterpolator in com.opengamma.strata.market.surface

Methods in com.opengamma.strata.market.surface that return SurfaceInterpolator

Modifier and Type	Method	Description
SurfaceInterpolator	InterpolatedNodalSurface.getInterpolator()	Gets the underlying interpolator.

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

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

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

Modifier and Type	Method	Description
InterpolatedNodalSurface.Builder	InterpolatedNodalSurface.Builder.interpolator(SurfaceInterpolator interpolator)	Sets the underlying interpolator.
static InterpolatedNodalSurface	InterpolatedNodalSurface.of(SurfaceMetadata metadata, DoubleArray xValues, DoubleArray yValues, DoubleArray zValues, SurfaceInterpolator interpolator)	Creates an interpolated surface with metadata.
static InterpolatedNodalSurface	InterpolatedNodalSurface.ofUnsorted(SurfaceMetadata metadata, DoubleArray xValues, DoubleArray yValues, DoubleArray zValues, SurfaceInterpolator interpolator)	Creates an interpolated surface with metadata, where the values are not sorted.

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

Classes in com.opengamma.strata.market.surface.interpolator that implement SurfaceInterpolator

Modifier and Type	Class	Description
class	GridSurfaceInterpolator	A surface interpolator that is based on two curve interpolators.

Uses of SurfaceInterpolator in com.opengamma.strata.pricer.impl.volatility.local

Constructors in com.opengamma.strata.pricer.impl.volatility.local with parameters of type SurfaceInterpolator

Constructor	Description
ImpliedTrinomialTreeLocalVolatilityCalculator(int nSteps, double maxTime, SurfaceInterpolator interpolator)	Creates an instance by specifying the number of steps, maximum time, and 2D interpolator.

Uses of SurfaceInterpolator in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption that return SurfaceInterpolator

Modifier and Type	Method	Description
SurfaceInterpolator	SabrSwaptionDefinition.getInterpolator()	Gets the interpolator for the alpha, rho and nu surfaces.

Methods in com.opengamma.strata.pricer.swaption that return types with arguments of type SurfaceInterpolator

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

Methods in com.opengamma.strata.pricer.swaption with parameters of type SurfaceInterpolator

Modifier and Type	Method	Description
SabrParametersSwaptionVolatilities	SabrSwaptionCalibrator.calibrateAlphaWithAtm(SwaptionVolatilitiesName name, SabrParametersSwaptionVolatilities sabr, RatesProvider ratesProvider, SwaptionVolatilities atmVolatilities, List<Tenor> tenors, List<Period> expiries, SurfaceInterpolator interpolator)	Calibrate SABR alpha parameters to a set of ATM swaption volatilities.
static SabrSwaptionDefinition	SabrSwaptionDefinition.of(SwaptionVolatilitiesName name, FixedFloatSwapConvention convention, DayCount dayCount, SurfaceInterpolator interpolator)	Obtains an instance from the name, convention, day count and tenors.