Package org.jquantlib.math.interpolations

Interface Summary

Interface	Description
Extrapolator	Interface for classes possibly allowing extrapolation
Interpolation	Interface for 1-D interpolations.
Interpolation.Interpolator
Interpolation2D	Interface for 2-D interpolations.
Interpolation2D.Interpolator2D

Class Summary

Class	Description
AbstractInterpolation	Abstract base class for 1-D interpolations.
AbstractInterpolation2D	Base class for 2-D interpolations.
BackwardFlatInterpolation	Backward-flat interpolation between discrete points
BicubicSplineInterpolation	Bicubic spline interpolation between discrete points
BilinearInterpolation	Bilinear interpolation between discrete points
CubicInterpolation	Cubic interpolation between discrete points.
DefaultExtrapolator	This class is intended to implement the default behavior of an Extrapolator.
FlatExtrapolator2D	This class performs a flat extrapolation backed by an existing Interpolation2D.
ForwardFlatInterpolation	Forward-flat interpolation between discrete points
LinearInterpolation	Linear interpolation between discrete points
LogCubicInterpolation	log-cubic interpolation between discrete points
LogLinearInterpolation	log-linear interpolation between discrete points
MonotonicNaturalCubicInterpolation
NaturalCubicInterpolation	Convenience class
SABRInterpolation	SABR smile interpolation between discrete volatility points.

Enum Summary

Enum	Description
CubicInterpolation.BoundaryCondition
CubicInterpolation.DerivativeApprox