Using ini file to add Extrapolator

Strata
1

Hi,
I had a look at the Measure.ini file and it seems to accomodate adding a CurveExtrapolator using the provider com.opengamma.strata.market.curve.interpolator.StandardCurveExtrapolators. Can you give an example on how to do this?

I want to add this:

public static final CurveExtrapolator BARRIEHIBBERT = BarrieHibbertExtrapolator.INSTANCE;

Many thanks in advance,
Oyvind

2

There is quite a lot of information in the second half of this page. In your case, your will be adding a file with the name CurveExtrapolator.ini in one of the well-known directories, eg. in META-INF/com/opengamma/strata/config/application/CurveExtrapolator.ini. See the documentation for details of what to add and the limitations.

If something isn’t clear, ask here and I’ll try to get the doc updated.

3

Thanks for your help. Once I realized that the provider was my own class, the loading went perfect. Probably nothing wrong with the documentation:)