Package com.opengamma.analytics.financial.curve.inflation.generator

Examples of com.opengamma.analytics.financial.curve.inflation.generator.GeneratorPriceIndexCurveInterpolated


        final InterpolatedCurveDefinition interpolatedDefinition = (InterpolatedCurveDefinition) definition;
        final String interpolatorName = interpolatedDefinition.getInterpolatorName();
        final String leftExtrapolatorName = interpolatedDefinition.getLeftExtrapolatorName();
        final String rightExtrapolatorName = interpolatedDefinition.getRightExtrapolatorName();
        final Interpolator1D interpolator = CombinedInterpolatorExtrapolatorFactory.getInterpolator(interpolatorName, leftExtrapolatorName, rightExtrapolatorName);
        return new GeneratorPriceIndexCurveInterpolated(getMaturityCalculator(), interpolator);
      }
      throw new OpenGammaRuntimeException("Cannot handle curves of type " + definition.getClass());
    }
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Related Classes of com.opengamma.analytics.financial.curve.inflation.generator.GeneratorPriceIndexCurveInterpolated

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