net.finmath.marketdata.model.curves

Class AbstractCurve

java.lang.Object

net.finmath.marketdata.model.curves.AbstractCurve

All Implemented Interfaces:

Cloneable, ParameterObjectInterface, CurveInterface

Direct Known Subclasses:

Curve, CurveFromProductOfCurves, DiscountCurveFromForwardCurve, DiscountCurveFromProductOfCurves, DiscountCurveNelsonSiegelSvensson, ForwardCurveNelsonSiegelSvensson, IndexCurveFromDiscountCurve, PiecewiseCurve, SeasonalCurve

public abstract class AbstractCurve
extends Object
implements CurveInterface, Cloneable

Abstract base class for a curve. It stores the name of the curve and provides some convenient way of getting values.

Author:

Christian Fries

Constructor Summary

Constructors

Constructor and Description
AbstractCurve(String name, Calendar referenceDate)

Method Summary

Modifier and Type	Method and Description
AbstractCurve	clone() Create a deep copied clone.
CurveInterface	getCloneForParameter(double[] value) Create a clone with a modified parameter.
String	getName() Get the name of the curve.
Calendar	getReferenceDate() Return the reference date of this curve, i.e. the date associated with t=0.
double	getValue(double time) Returns the value for the time using the interpolation method associated with this curve.
double[]	getValues(double[] times) Return a vector of values corresponding to a given vector of times.
String	toString()

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface net.finmath.marketdata.model.curves.CurveInterface

getCloneBuilder, getValue

Methods inherited from interface net.finmath.marketdata.calibration.ParameterObjectInterface

getParameter, setParameter

Constructor Detail

AbstractCurve

public AbstractCurve(String name,
                     Calendar referenceDate)

Parameters:

name - The name of this curve.

referenceDate - The reference date of this curve.

Method Detail

getName

public String getName()

Description copied from interface: CurveInterface

Get the name of the curve.

Specified by:

getName in interface CurveInterface

Returns:

The name of this curve

getReferenceDate

public Calendar getReferenceDate()

Description copied from interface: CurveInterface

Return the reference date of this curve, i.e. the date associated with t=0.

Specified by:

getReferenceDate in interface CurveInterface

Returns:

The date identified as t=0.

getValue

public double getValue(double time)

Description copied from interface: CurveInterface

Returns the value for the time using the interpolation method associated with this curve.

Specified by:

getValue in interface CurveInterface

Parameters:

time - Time for which the value should be returned.

Returns:

The value at the give time.

getValues

public double[] getValues(double[] times)

Return a vector of values corresponding to a given vector of times.

Parameters:

times - A given vector of times.

Returns:

A vector of values corresponding to the given vector of times.

toString

public String toString()

Overrides:

toString in class Object

clone

public AbstractCurve clone()
                    throws CloneNotSupportedException

Description copied from interface: CurveInterface

Create a deep copied clone.

Specified by:

clone in interface CurveInterface

Overrides:

clone in class Object

Returns:

A clone (deep copied).

Throws:

CloneNotSupportedException - Thrown, when the curve could not be cloned.

getCloneForParameter

public CurveInterface getCloneForParameter(double[] value)
                                    throws CloneNotSupportedException

Description copied from interface: ParameterObjectInterface

Create a clone with a modified parameter.

Specified by:

getCloneForParameter in interface ParameterObjectInterface

Specified by:

getCloneForParameter in interface CurveInterface

Parameters:

value - The new parameter.

Returns:

A clone with an otherwise modified parameter.

Throws:

CloneNotSupportedException - Thrown, when the curve could not be cloned.