/** * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.strata.market.curve.interpolator; /** * The standard set of curve interpolators. * <p> * These are referenced from {@link CurveInterpolators} where their name is used to look up an * instance of {@link CurveInterpolator}. This allows them to be referenced statically like a * constant but also allows them to be redefined and new instances added. */ final class StandardCurveInterpolators { // Linear interpolator. public static final CurveInterpolator LINEAR = LinearCurveInterpolator.INSTANCE; // Log linear interpolator. public static final CurveInterpolator LOG_LINEAR = LogLinearCurveInterpolator.INSTANCE; // Square linear interpolator. public static final CurveInterpolator SQUARE_LINEAR = SquareLinearCurveInterpolator.INSTANCE; // Double quadratic interpolator. public static final CurveInterpolator DOUBLE_QUADRATIC = DoubleQuadraticCurveInterpolator.INSTANCE; // Time square interpolator. public static final CurveInterpolator TIME_SQUARE = TimeSquareCurveInterpolator.INSTANCE; //Log natural spline interpolation with monotonicity filter. public static final CurveInterpolator LOG_NATURAL_SPLINE_MONOTONE_CUBIC = LogNaturalSplineMonotoneCubicInterpolator.INSTANCE; // Log natural spline interpolation for discount factors public static final CurveInterpolator LOG_NATURAL_SPLINE_DISCOUNT_FACTOR = LogNaturalSplineDiscountFactorCurveInterpolator.INSTANCE; // Natural cubic spline interpolator. public static final CurveInterpolator NATURAL_CUBIC_SPLINE = NaturalCubicSplineCurveInterpolator.INSTANCE; // Natural spline interpolator. public static final CurveInterpolator NATURAL_SPLINE = NaturalSplineCurveInterpolator.INSTANCE; // Natural spline interpolator with non-negativity filter. public static final CurveInterpolator NATURAL_SPLINE_NONNEGATIVITY_CUBIC = NaturalSplineNonnegativityCubicCurveInterpolator.INSTANCE; // Product natural cubic spline interpolator. public static final CurveInterpolator PRODUCT_NATURAL_SPLINE = ProductNaturalSplineCurveInterpolator.INSTANCE; // Product linear interpolator. public static final CurveInterpolator PRODUCT_LINEAR = ProductLinearCurveInterpolator.INSTANCE; // Step upper interpolator. public static final CurveInterpolator STEP_UPPER = StepUpperCurveInterpolator.INSTANCE; //------------------------------------------------------------------------- /** * Restricted constructor. */ private StandardCurveInterpolators() { } }