/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.security.swap; /** * Enum describing the interpolation method to be used for swap quotes (e.g. linear for inflation swap legs). */ public enum InterpolationMethod { //TODO is there any reason why these shouldn't be used in the swap conventions as well? /** Linear interpolation */ MONTH_START_LINEAR, /** No interpolation */ NONE }