Package org.drip.measure.bridge

Interface 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. It provides the following Functionality:
  • Interpolate the Value at T

Module Computational Core Module
Library Numerical Analysis Library
Project Rd Continuous/Discrete Probability Measures
Package Broken Date Brownian Bridge Interpolator

Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    double interpolate​(double t)
    Interpolate the Value at T

  • Method Details

    • interpolate

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