com.opengamma.strata.market.curve.InterpolatedNodalCurve Maven / Gradle / Ivy
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/*
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.market.curve;
import static com.opengamma.strata.collect.Guavate.toImmutableList;
import java.io.Serializable;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.List;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.stream.IntStream;
import org.joda.beans.Bean;
import org.joda.beans.ImmutableBean;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaBean;
import org.joda.beans.MetaProperty;
import org.joda.beans.gen.BeanDefinition;
import org.joda.beans.gen.ImmutableConstructor;
import org.joda.beans.gen.ImmutableDefaults;
import org.joda.beans.gen.PropertyDefinition;
import org.joda.beans.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator;
import com.opengamma.strata.market.curve.interpolator.CurveExtrapolator;
import com.opengamma.strata.market.curve.interpolator.CurveExtrapolators;
import com.opengamma.strata.market.curve.interpolator.CurveInterpolator;
import com.opengamma.strata.market.param.CurrencyParameterSensitivity;
import com.opengamma.strata.market.param.ParameterMetadata;
import com.opengamma.strata.market.param.ParameterPerturbation;
import com.opengamma.strata.market.param.UnitParameterSensitivity;
/**
* A curve based on interpolation between a number of nodal points.
*
* This class defines a curve in terms of a fixed number of nodes, referred to as parameters.
*
* Each node has an x-value and a y-value.
* The interface is focused on finding the y-value for a given x-value.
* An interpolator is used to find y-values for x-values between two nodes.
* Two extrapolators are used to find y-values, one when the x-value is to the left
* of the first node, and one where the x-value is to the right of the last node.
*/
@BeanDefinition
public final class InterpolatedNodalCurve
implements NodalCurve, ImmutableBean, Serializable {
/**
* The curve metadata.
*
* The metadata includes an optional list of parameter metadata.
* If present, the size of the parameter metadata list will match the number of parameters of this curve.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final CurveMetadata metadata;
/**
* The array of x-values, one for each point.
*
* This array will contains at least two elements and be of the same length as y-values.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final DoubleArray xValues;
/**
* The array of y-values, one for each point.
*
* This array will contains at least two elements and be of the same length as x-values.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final DoubleArray yValues;
/**
* The interpolator.
* This is used for x-values between the smallest and largest known x-value.
*/
@PropertyDefinition(validate = "notNull")
private final CurveInterpolator interpolator;
/**
* The extrapolator for x-values on the left, defaulted to 'Flat".
* This is used for x-values smaller than the smallest known x-value.
*/
@PropertyDefinition(validate = "notNull")
private final CurveExtrapolator extrapolatorLeft;
/**
* The extrapolator for x-values on the right, defaulted to 'Flat".
* This is used for x-values larger than the largest known x-value.
*/
@PropertyDefinition(validate = "notNull")
private final CurveExtrapolator extrapolatorRight;
/**
* The bound interpolator.
*/
private final transient BoundCurveInterpolator boundInterpolator; // derived and cached, not a property
/**
* The parameter metadata.
*/
private final transient List parameterMetadata; // derived, not a property
//-------------------------------------------------------------------------
/**
* Creates an interpolated curve with metadata.
*
* @param metadata the curve metadata
* @param xValues the x-values
* @param yValues the y-values
* @param interpolator the interpolator
* @return the curve
*/
public static InterpolatedNodalCurve of(
CurveMetadata metadata,
DoubleArray xValues,
DoubleArray yValues,
CurveInterpolator interpolator) {
return InterpolatedNodalCurve.builder()
.metadata(metadata)
.xValues(xValues)
.yValues(yValues)
.interpolator(interpolator)
.build();
}
/**
* Creates an interpolated curve with metadata.
*
* @param metadata the curve metadata
* @param xValues the x-values
* @param yValues the y-values
* @param interpolator the interpolator
* @param extrapolatorLeft the extrapolator for extrapolating off the left-hand end of the curve
* @param extrapolatorRight the extrapolator for extrapolating off the right-hand end of the curve
* @return the curve
*/
public static InterpolatedNodalCurve of(
CurveMetadata metadata,
DoubleArray xValues,
DoubleArray yValues,
CurveInterpolator interpolator,
CurveExtrapolator extrapolatorLeft,
CurveExtrapolator extrapolatorRight) {
return InterpolatedNodalCurve.builder()
.metadata(metadata)
.xValues(xValues)
.yValues(yValues)
.interpolator(interpolator)
.extrapolatorLeft(extrapolatorLeft)
.extrapolatorRight(extrapolatorRight)
.build();
}
//-------------------------------------------------------------------------
// restricted constructor
@ImmutableConstructor
private InterpolatedNodalCurve(
CurveMetadata metadata,
DoubleArray xValues,
DoubleArray yValues,
CurveInterpolator interpolator,
CurveExtrapolator extrapolatorLeft,
CurveExtrapolator extrapolatorRight) {
JodaBeanUtils.notNull(metadata, "metadata");
JodaBeanUtils.notNull(xValues, "times");
JodaBeanUtils.notNull(yValues, "values");
JodaBeanUtils.notNull(interpolator, "interpolator");
JodaBeanUtils.notNull(extrapolatorLeft, "extrapolatorLeft");
JodaBeanUtils.notNull(extrapolatorRight, "extrapolatorRight");
if (xValues.size() < 2) {
throw new IllegalArgumentException("Length of x-values must be at least 2");
}
if (xValues.size() != yValues.size()) {
throw new IllegalArgumentException("Length of x-values and y-values must match");
}
metadata.getParameterMetadata().ifPresent(params -> {
if (xValues.size() != params.size()) {
throw new IllegalArgumentException("Length of x-values and parameter metadata must match when metadata present");
}
});
for (int i = 1; i < xValues.size(); i++) {
if (xValues.get(i) <= xValues.get(i - 1)) {
throw new IllegalArgumentException("Array of x-values must be sorted and unique");
}
}
this.metadata = metadata;
this.xValues = xValues;
this.yValues = yValues;
this.extrapolatorLeft = extrapolatorLeft;
this.interpolator = interpolator;
this.extrapolatorRight = extrapolatorRight;
this.boundInterpolator = interpolator.bind(xValues, yValues, extrapolatorLeft, extrapolatorRight);
this.parameterMetadata = IntStream.range(0, getParameterCount())
.mapToObj(i -> getParameterMetadata(i))
.collect(toImmutableList());
}
@ImmutableDefaults
private static void applyDefaults(Builder builder) {
builder.extrapolatorLeft = CurveExtrapolators.FLAT;
builder.extrapolatorRight = CurveExtrapolators.FLAT;
}
// ensure standard constructor is invoked
private Object readResolve() {
return new InterpolatedNodalCurve(metadata, xValues, yValues, interpolator, extrapolatorLeft, extrapolatorRight);
}
//-------------------------------------------------------------------------
@Override
public int getParameterCount() {
return yValues.size();
}
@Override
public double getParameter(int parameterIndex) {
return yValues.get(parameterIndex);
}
@Override
public InterpolatedNodalCurve withParameter(int parameterIndex, double newValue) {
return withYValues(yValues.with(parameterIndex, newValue));
}
@Override
public InterpolatedNodalCurve withPerturbation(ParameterPerturbation perturbation) {
int size = yValues.size();
DoubleArray perturbedValues = DoubleArray.of(
size, i -> perturbation.perturbParameter(i, yValues.get(i), getParameterMetadata(i)));
return withYValues(perturbedValues);
}
//-------------------------------------------------------------------------
@Override
public double yValue(double x) {
return boundInterpolator.interpolate(x);
}
@Override
public UnitParameterSensitivity yValueParameterSensitivity(double x) {
return createParameterSensitivity(boundInterpolator.parameterSensitivity(x));
}
@Override
public double firstDerivative(double x) {
return boundInterpolator.firstDerivative(x);
}
//-------------------------------------------------------------------------
@Override
public InterpolatedNodalCurve withMetadata(CurveMetadata metadata) {
return new InterpolatedNodalCurve(metadata, xValues, yValues, interpolator, extrapolatorLeft, extrapolatorRight);
}
@Override
public InterpolatedNodalCurve withYValues(DoubleArray yValues) {
return new InterpolatedNodalCurve(metadata, xValues, yValues, interpolator, extrapolatorLeft, extrapolatorRight);
}
@Override
public InterpolatedNodalCurve withValues(DoubleArray xValues, DoubleArray yValues) {
return new InterpolatedNodalCurve(metadata, xValues, yValues, interpolator, extrapolatorLeft, extrapolatorRight);
}
//-------------------------------------------------------------------------
/**
* Returns a new curve with an additional node, specifying the parameter metadata.
*
* The result will contain the specified node.
* If the x-value equals an existing x-value, the y-value will be changed.
* If the x-value does not equal an existing x-value, the node will be added.
*
* The result will only contain the specified parameter metadata if this curve also has parameter meta-data.
*
* @param x the new x-value
* @param y the new y-value
* @param paramMetadata the new parameter metadata
* @return the updated curve
*/
@Override
public InterpolatedNodalCurve withNode(double x, double y, ParameterMetadata paramMetadata) {
int index = Arrays.binarySearch(xValues.toArrayUnsafe(), x);
if (index >= 0) {
CurveMetadata md = metadata.getParameterMetadata()
.map(params -> {
List extended = new ArrayList<>(params);
extended.set(index, paramMetadata);
return metadata.withParameterMetadata(extended);
})
.orElse(metadata);
DoubleArray yUpdated = yValues.with(index, y);
return new InterpolatedNodalCurve(md, xValues, yUpdated, interpolator, extrapolatorLeft, extrapolatorRight);
}
int insertion = -(index + 1);
DoubleArray xExtended = xValues.subArray(0, insertion).concat(x).concat(xValues.subArray(insertion));
DoubleArray yExtended = yValues.subArray(0, insertion).concat(y).concat(yValues.subArray(insertion));
// add to existing metadata, or do nothing if no existing metadata
CurveMetadata md = metadata.getParameterMetadata()
.map(params -> {
List extended = new ArrayList<>(params);
extended.add(insertion, paramMetadata);
return metadata.withParameterMetadata(extended);
})
.orElse(metadata);
return new InterpolatedNodalCurve(md, xExtended, yExtended, interpolator, extrapolatorLeft, extrapolatorRight);
}
//-------------------------------------------------------------------------
@Override
public UnitParameterSensitivity createParameterSensitivity(DoubleArray sensitivities) {
return UnitParameterSensitivity.of(getName(), parameterMetadata, sensitivities);
}
@Override
public CurrencyParameterSensitivity createParameterSensitivity(Currency currency, DoubleArray sensitivities) {
return CurrencyParameterSensitivity.of(getName(), parameterMetadata, currency, sensitivities);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code InterpolatedNodalCurve}.
* @return the meta-bean, not null
*/
public static InterpolatedNodalCurve.Meta meta() {
return InterpolatedNodalCurve.Meta.INSTANCE;
}
static {
MetaBean.register(InterpolatedNodalCurve.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static InterpolatedNodalCurve.Builder builder() {
return new InterpolatedNodalCurve.Builder();
}
@Override
public InterpolatedNodalCurve.Meta metaBean() {
return InterpolatedNodalCurve.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the curve metadata.
*
* The metadata includes an optional list of parameter metadata.
* If present, the size of the parameter metadata list will match the number of parameters of this curve.
* @return the value of the property, not null
*/
@Override
public CurveMetadata getMetadata() {
return metadata;
}
//-----------------------------------------------------------------------
/**
* Gets the array of x-values, one for each point.
*
* This array will contains at least two elements and be of the same length as y-values.
* @return the value of the property, not null
*/
@Override
public DoubleArray getXValues() {
return xValues;
}
//-----------------------------------------------------------------------
/**
* Gets the array of y-values, one for each point.
*
* This array will contains at least two elements and be of the same length as x-values.
* @return the value of the property, not null
*/
@Override
public DoubleArray getYValues() {
return yValues;
}
//-----------------------------------------------------------------------
/**
* Gets the interpolator.
* This is used for x-values between the smallest and largest known x-value.
* @return the value of the property, not null
*/
public CurveInterpolator getInterpolator() {
return interpolator;
}
//-----------------------------------------------------------------------
/**
* Gets the extrapolator for x-values on the left, defaulted to 'Flat".
* This is used for x-values smaller than the smallest known x-value.
* @return the value of the property, not null
*/
public CurveExtrapolator getExtrapolatorLeft() {
return extrapolatorLeft;
}
//-----------------------------------------------------------------------
/**
* Gets the extrapolator for x-values on the right, defaulted to 'Flat".
* This is used for x-values larger than the largest known x-value.
* @return the value of the property, not null
*/
public CurveExtrapolator getExtrapolatorRight() {
return extrapolatorRight;
}
//-----------------------------------------------------------------------
/**
* Returns a builder that allows this bean to be mutated.
* @return the mutable builder, not null
*/
public Builder toBuilder() {
return new Builder(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
InterpolatedNodalCurve other = (InterpolatedNodalCurve) obj;
return JodaBeanUtils.equal(metadata, other.metadata) &&
JodaBeanUtils.equal(xValues, other.xValues) &&
JodaBeanUtils.equal(yValues, other.yValues) &&
JodaBeanUtils.equal(interpolator, other.interpolator) &&
JodaBeanUtils.equal(extrapolatorLeft, other.extrapolatorLeft) &&
JodaBeanUtils.equal(extrapolatorRight, other.extrapolatorRight);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(metadata);
hash = hash * 31 + JodaBeanUtils.hashCode(xValues);
hash = hash * 31 + JodaBeanUtils.hashCode(yValues);
hash = hash * 31 + JodaBeanUtils.hashCode(interpolator);
hash = hash * 31 + JodaBeanUtils.hashCode(extrapolatorLeft);
hash = hash * 31 + JodaBeanUtils.hashCode(extrapolatorRight);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(224);
buf.append("InterpolatedNodalCurve{");
buf.append("metadata").append('=').append(JodaBeanUtils.toString(metadata)).append(',').append(' ');
buf.append("xValues").append('=').append(JodaBeanUtils.toString(xValues)).append(',').append(' ');
buf.append("yValues").append('=').append(JodaBeanUtils.toString(yValues)).append(',').append(' ');
buf.append("interpolator").append('=').append(JodaBeanUtils.toString(interpolator)).append(',').append(' ');
buf.append("extrapolatorLeft").append('=').append(JodaBeanUtils.toString(extrapolatorLeft)).append(',').append(' ');
buf.append("extrapolatorRight").append('=').append(JodaBeanUtils.toString(extrapolatorRight));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code InterpolatedNodalCurve}.
*/
public static final class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code metadata} property.
*/
private final MetaProperty metadata = DirectMetaProperty.ofImmutable(
this, "metadata", InterpolatedNodalCurve.class, CurveMetadata.class);
/**
* The meta-property for the {@code xValues} property.
*/
private final MetaProperty xValues = DirectMetaProperty.ofImmutable(
this, "xValues", InterpolatedNodalCurve.class, DoubleArray.class);
/**
* The meta-property for the {@code yValues} property.
*/
private final MetaProperty yValues = DirectMetaProperty.ofImmutable(
this, "yValues", InterpolatedNodalCurve.class, DoubleArray.class);
/**
* The meta-property for the {@code interpolator} property.
*/
private final MetaProperty interpolator = DirectMetaProperty.ofImmutable(
this, "interpolator", InterpolatedNodalCurve.class, CurveInterpolator.class);
/**
* The meta-property for the {@code extrapolatorLeft} property.
*/
private final MetaProperty extrapolatorLeft = DirectMetaProperty.ofImmutable(
this, "extrapolatorLeft", InterpolatedNodalCurve.class, CurveExtrapolator.class);
/**
* The meta-property for the {@code extrapolatorRight} property.
*/
private final MetaProperty extrapolatorRight = DirectMetaProperty.ofImmutable(
this, "extrapolatorRight", InterpolatedNodalCurve.class, CurveExtrapolator.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"metadata",
"xValues",
"yValues",
"interpolator",
"extrapolatorLeft",
"extrapolatorRight");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -450004177: // metadata
return metadata;
case 1681280954: // xValues
return xValues;
case -1726182661: // yValues
return yValues;
case 2096253127: // interpolator
return interpolator;
case 1271703994: // extrapolatorLeft
return extrapolatorLeft;
case 773779145: // extrapolatorRight
return extrapolatorRight;
}
return super.metaPropertyGet(propertyName);
}
@Override
public InterpolatedNodalCurve.Builder builder() {
return new InterpolatedNodalCurve.Builder();
}
@Override
public Class beanType() {
return InterpolatedNodalCurve.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code metadata} property.
* @return the meta-property, not null
*/
public MetaProperty metadata() {
return metadata;
}
/**
* The meta-property for the {@code xValues} property.
* @return the meta-property, not null
*/
public MetaProperty xValues() {
return xValues;
}
/**
* The meta-property for the {@code yValues} property.
* @return the meta-property, not null
*/
public MetaProperty yValues() {
return yValues;
}
/**
* The meta-property for the {@code interpolator} property.
* @return the meta-property, not null
*/
public MetaProperty interpolator() {
return interpolator;
}
/**
* The meta-property for the {@code extrapolatorLeft} property.
* @return the meta-property, not null
*/
public MetaProperty extrapolatorLeft() {
return extrapolatorLeft;
}
/**
* The meta-property for the {@code extrapolatorRight} property.
* @return the meta-property, not null
*/
public MetaProperty extrapolatorRight() {
return extrapolatorRight;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -450004177: // metadata
return ((InterpolatedNodalCurve) bean).getMetadata();
case 1681280954: // xValues
return ((InterpolatedNodalCurve) bean).getXValues();
case -1726182661: // yValues
return ((InterpolatedNodalCurve) bean).getYValues();
case 2096253127: // interpolator
return ((InterpolatedNodalCurve) bean).getInterpolator();
case 1271703994: // extrapolatorLeft
return ((InterpolatedNodalCurve) bean).getExtrapolatorLeft();
case 773779145: // extrapolatorRight
return ((InterpolatedNodalCurve) bean).getExtrapolatorRight();
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
metaProperty(propertyName);
if (quiet) {
return;
}
throw new UnsupportedOperationException("Property cannot be written: " + propertyName);
}
}
//-----------------------------------------------------------------------
/**
* The bean-builder for {@code InterpolatedNodalCurve}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private CurveMetadata metadata;
private DoubleArray xValues;
private DoubleArray yValues;
private CurveInterpolator interpolator;
private CurveExtrapolator extrapolatorLeft;
private CurveExtrapolator extrapolatorRight;
/**
* Restricted constructor.
*/
private Builder() {
applyDefaults(this);
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(InterpolatedNodalCurve beanToCopy) {
this.metadata = beanToCopy.getMetadata();
this.xValues = beanToCopy.getXValues();
this.yValues = beanToCopy.getYValues();
this.interpolator = beanToCopy.getInterpolator();
this.extrapolatorLeft = beanToCopy.getExtrapolatorLeft();
this.extrapolatorRight = beanToCopy.getExtrapolatorRight();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -450004177: // metadata
return metadata;
case 1681280954: // xValues
return xValues;
case -1726182661: // yValues
return yValues;
case 2096253127: // interpolator
return interpolator;
case 1271703994: // extrapolatorLeft
return extrapolatorLeft;
case 773779145: // extrapolatorRight
return extrapolatorRight;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -450004177: // metadata
this.metadata = (CurveMetadata) newValue;
break;
case 1681280954: // xValues
this.xValues = (DoubleArray) newValue;
break;
case -1726182661: // yValues
this.yValues = (DoubleArray) newValue;
break;
case 2096253127: // interpolator
this.interpolator = (CurveInterpolator) newValue;
break;
case 1271703994: // extrapolatorLeft
this.extrapolatorLeft = (CurveExtrapolator) newValue;
break;
case 773779145: // extrapolatorRight
this.extrapolatorRight = (CurveExtrapolator) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public Builder set(MetaProperty property, Object value) {
super.set(property, value);
return this;
}
@Override
public InterpolatedNodalCurve build() {
return new InterpolatedNodalCurve(
metadata,
xValues,
yValues,
interpolator,
extrapolatorLeft,
extrapolatorRight);
}
//-----------------------------------------------------------------------
/**
* Sets the curve metadata.
*
* The metadata includes an optional list of parameter metadata.
* If present, the size of the parameter metadata list will match the number of parameters of this curve.
* @param metadata the new value, not null
* @return this, for chaining, not null
*/
public Builder metadata(CurveMetadata metadata) {
JodaBeanUtils.notNull(metadata, "metadata");
this.metadata = metadata;
return this;
}
/**
* Sets the array of x-values, one for each point.
*
* This array will contains at least two elements and be of the same length as y-values.
* @param xValues the new value, not null
* @return this, for chaining, not null
*/
public Builder xValues(DoubleArray xValues) {
JodaBeanUtils.notNull(xValues, "xValues");
this.xValues = xValues;
return this;
}
/**
* Sets the array of y-values, one for each point.
*
* This array will contains at least two elements and be of the same length as x-values.
* @param yValues the new value, not null
* @return this, for chaining, not null
*/
public Builder yValues(DoubleArray yValues) {
JodaBeanUtils.notNull(yValues, "yValues");
this.yValues = yValues;
return this;
}
/**
* Sets the interpolator.
* This is used for x-values between the smallest and largest known x-value.
* @param interpolator the new value, not null
* @return this, for chaining, not null
*/
public Builder interpolator(CurveInterpolator interpolator) {
JodaBeanUtils.notNull(interpolator, "interpolator");
this.interpolator = interpolator;
return this;
}
/**
* Sets the extrapolator for x-values on the left, defaulted to 'Flat".
* This is used for x-values smaller than the smallest known x-value.
* @param extrapolatorLeft the new value, not null
* @return this, for chaining, not null
*/
public Builder extrapolatorLeft(CurveExtrapolator extrapolatorLeft) {
JodaBeanUtils.notNull(extrapolatorLeft, "extrapolatorLeft");
this.extrapolatorLeft = extrapolatorLeft;
return this;
}
/**
* Sets the extrapolator for x-values on the right, defaulted to 'Flat".
* This is used for x-values larger than the largest known x-value.
* @param extrapolatorRight the new value, not null
* @return this, for chaining, not null
*/
public Builder extrapolatorRight(CurveExtrapolator extrapolatorRight) {
JodaBeanUtils.notNull(extrapolatorRight, "extrapolatorRight");
this.extrapolatorRight = extrapolatorRight;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(224);
buf.append("InterpolatedNodalCurve.Builder{");
buf.append("metadata").append('=').append(JodaBeanUtils.toString(metadata)).append(',').append(' ');
buf.append("xValues").append('=').append(JodaBeanUtils.toString(xValues)).append(',').append(' ');
buf.append("yValues").append('=').append(JodaBeanUtils.toString(yValues)).append(',').append(' ');
buf.append("interpolator").append('=').append(JodaBeanUtils.toString(interpolator)).append(',').append(' ');
buf.append("extrapolatorLeft").append('=').append(JodaBeanUtils.toString(extrapolatorLeft)).append(',').append(' ');
buf.append("extrapolatorRight").append('=').append(JodaBeanUtils.toString(extrapolatorRight));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}