BrokenDateInterpolator

All Known Implementing Classes:: BrokenDateInterpolatorBrownian3P, BrokenDateInterpolatorLinearT, BrokenDateInterpolatorSqrtT

public interface BrokenDateInterpolator

BrokenDateInterpolator exposes the Ability to Interpolate the Realized Path Value between two Broken Dates.

Module = Computational Core Module
Library = Numerical Analysis Library
Project = R^d Continuous/Discrete Probability Measures
Package = Broken Date Brownian Bridge Interpolator

Author:: Lakshmi Krishnamurthy

Method Summary

Modifier and Type Method Description

double interpolate(double dblT)
Interpolate the Value at T

Method Details
- interpolate
  
  double interpolate(double dblT) throws java.lang.Exception
  
  Interpolate the Value at T
  
  Parameters:
  
  dblT - T
  
  Returns:
  
  The Interpolated Value
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid