Package net.finmath.marketdata2.interpolation

Basic methodologies to interpolate of curves and surfaces are provided here.

See: Description

Class Summary

Class	Description
RationalFunctionInterpolation	This class provides methodologies to interpolate given sample points by rational functions, that is, given interpolation points (xi,yi) the class provides a continuous function y = f(x) where f(xi) = yi and for xi < x < xi+1 the function is a fraction of two polynomes f(x) = (sum aj xj) / (sum bk xk).

Enum Summary

Enum	Description
RationalFunctionInterpolation.ExtrapolationMethod
RationalFunctionInterpolation.InterpolationMethod

Package net.finmath.marketdata2.interpolation Description

Basic methodologies to interpolate of curves and surfaces are provided here.

Author:

Christian Fries