org.jquantlib.math.interpolations

Interface Extrapolator

All Known Subinterfaces:

Interpolation, Interpolation2D, PiecewiseCurve<I>, TermStructure, Traits.Curve, YieldTermStructure

All Known Implementing Classes:

AbstractInterpolation, AbstractInterpolation2D, AbstractTermStructure, AbstractYieldTermStructure, BackwardFlatInterpolation, BicubicSplineInterpolation, BilinearInterpolation, BlackConstantVol, BlackVarianceCurve, BlackVarianceSurface, BlackVarianceTermStructure, BlackVolatilityTermStructure, BlackVolTermStructure, CapletVarianceCurve, CapVolatilityStructure, ConstantOptionletVolatility, CubicInterpolation, DefaultExtrapolator, FlatExtrapolator2D, FlatForward, ForwardFlatInterpolation, ForwardRateStructure, ForwardSpreadedTermStructure, ImpliedTermStructure, ImpliedVolTermStructure, InflationTermStructure, InterpolatedDiscountCurve, InterpolatedForwardCurve, InterpolatedZeroCurve, LinearInterpolation, LocalConstantVol, LocalVolCurve, LocalVolSurface, LocalVolTermStructure, LogCubicInterpolation, LogLinearInterpolation, MonotonicNaturalCubicInterpolation, NaturalCubicInterpolation, OptionletVolatilityStructure, PiecewiseYieldCurve, SABRInterpolation, SwaptionVolatilityStructure, VolatilityTermStructure, YoYInflationTermStructure, ZeroInflationTermStructure, ZeroSpreadedTermStructure, ZeroYieldStructure

public interface Extrapolator

Interface for classes possibly allowing extrapolation

Method Summary

Modifier and Type	Method and Description
boolean	allowsExtrapolation() tells whether extrapolation is enabled
void	disableExtrapolation() disable extrapolation in subsequent calls
void	enableExtrapolation() enable extrapolation in subsequent calls

Method Detail

enableExtrapolation

void enableExtrapolation()

enable extrapolation in subsequent calls

disableExtrapolation

void disableExtrapolation()

disable extrapolation in subsequent calls

allowsExtrapolation

boolean allowsExtrapolation()

tells whether extrapolation is enabled