Uses of Class
net.finmath.marketdata2.model.curves.ForwardCurveInterpolation.InterpolationEntityForward

Packages that use ForwardCurveInterpolation.InterpolationEntityForward

Package	Description
net.finmath.marketdata2.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.

Uses of ForwardCurveInterpolation.InterpolationEntityForward in net.finmath.marketdata2.model.curves

Methods in net.finmath.marketdata2.model.curves that return ForwardCurveInterpolation.InterpolationEntityForward

Modifier and Type	Method and Description
ForwardCurveInterpolation.InterpolationEntityForward	ForwardCurveInterpolation.getInterpolationEntityForward() Returns the special interpolation method used for this forward curve.
static ForwardCurveInterpolation.InterpolationEntityForward	ForwardCurveInterpolation.InterpolationEntityForward.valueOf(String name) Returns the enum constant of this type with the specified name.
static ForwardCurveInterpolation.InterpolationEntityForward[]	ForwardCurveInterpolation.InterpolationEntityForward.values() Returns an array containing the constants of this enum type, in the order they are declared.

Methods in net.finmath.marketdata2.model.curves with parameters of type ForwardCurveInterpolation.InterpolationEntityForward

Modifier and Type	Method and Description
static ForwardCurveInterpolation	ForwardCurveInterpolation.createForwardCurveFromForwards(String name, Date referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, RandomVariable[] givenForwards) Create a forward curve from given times and given forwards.
static ForwardCurveInterpolation	ForwardCurveInterpolation.createForwardCurveFromForwards(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, RandomVariable[] givenForwards) Create a forward curve from given times and given forwards.
static ForwardCurveInterpolation	ForwardCurveInterpolation.createForwardCurveFromForwards(String name, LocalDate referenceDate, String paymentOffsetCode, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, RandomVariable[] givenForwards) Create a forward curve from given times and given forwards.

Constructors in net.finmath.marketdata2.model.curves with parameters of type ForwardCurveInterpolation.InterpolationEntityForward

Constructor and Description
ForwardCurveInterpolation(String name, double paymentOffset, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName) Generate a forward curve using a given discount curve and payment offset.
ForwardCurveInterpolation(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName) Generate a forward curve using a given discount curve and payment offset.
ForwardCurveInterpolation(String name, LocalDate referenceDate, String paymentOffsetCode, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName) Generate a forward curve using a given discount curve and payment offset.