Interpolator Permissible Values
| Interpolator | Description |
|---|---|
| DoubleQuadratic | Double quadratic interpolator |
| Linear | Linear interpolator |
| LogLinear | Log linear interpolator |
| LogLinearDiscountFactor (*) | Log linear interpolation of discount factors |
| LogNaturalSplineDiscountFactor | Log natural spline interpolator for discount factors |
| LogNaturalSplineMonotoneCubic | Log natural spline interpolation with monotonicity filter |
| NaturalCubicSpline | Natural cubic spline interpolator |
| NaturalSpline | Natural spline interpolator |
| NaturalSplineNonnegativityCubic | Natural spline interpolator with non-negativity filter |
| PiecewiseCubicHermiteMonotonicity | Piecewise cubic Hermite interpolator with monotonicity |
| ProductLinear | Product linear interpolator |
| ProductNaturalSpline | Product natural spline interpolator |
| ProductNaturalSplineMonotoneCubic | Product natural spline interpolator with monotonicity filter |
| SquareLinear | Square linear interpolator |
| StepLower | Step lower interpolator |
| StepUpper | Step upper interpolator |
| TimeSquare | Time square interpolator |
Extrapolator Permissible Values
| Extrapolator | Description |
|---|---|
| DiscountFactorLinearRightZeroRateCurve | Discount factor linear right extrapolator for zero rates |
| DiscountFactorQuadraticLeftZeroRate | Discount factor quadratic left extrapolator for zero rates |
| Exception | Extrapolator that throws an exception if extrapolation is attempted |
| Exponential | Exponential extrapolator |
| Flat | Flat extrapolator |
| Interpolator | Interpolator extrapolator |
| Linear | Linear extrapolator |
| LogLinear | Log linear extrapolator |
| ProductLinear | Product linear extrapolator |
| QuadraticLeft | Quadratic left extrapolator |
