Uses of Class
net.finmath.marketdata.model.curves.AbstractCurve

Packages that use AbstractCurve

Package	Description
net.finmath.marketdata.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.

Uses of AbstractCurve in net.finmath.marketdata.model.curves

Subclasses of AbstractCurve in net.finmath.marketdata.model.curves

Modifier and Type	Class and Description
class	AbstractForwardCurve Abstract base class for a forward curve, extending a curve object It stores the maturity of the underlying index (paymentOffset) and the associated discount curve.
class	Curve This class represents a curve build from a set of points in 2D.
class	CurveFromProductOfCurves A curve derived from other curves by multiplying the values.
class	DiscountCurve Implementation of a discount factor curve based on Curve.
class	DiscountCurveFromForwardCurve A discount curve derived from a given forward curve.
class	DiscountCurveFromProductOfCurves A discount curve derived from other discount curves by multiplying the discount factors.
class	DiscountCurveNelsonSiegelSvensson Implementation of a discount factor curve given by a Nelson-Siegel-Svensson (NSS) parameterization.
class	ForwardCurve A container for a forward (rate) curve.
class	ForwardCurveFromDiscountCurve A forward curve derived from a given discount curve.
class	ForwardCurveNelsonSiegelSvensson Implementation of a forward given by a Nelson-Siegel-Svensson (NSS) parameterization.
class	ForwardCurveWithFixings
class	IndexCurveFromDiscountCurve An index curve there the value at time t is given by indexValue / discountCurve.getValue(t).
class	PiecewiseCurve A piecewise curve.
class	SeasonalCurve The curve returns a value depending on the month of the time argument, that is, a call getValue(model, time) will map time to a 30/360 value using the day and month only and delegate the call to a given base curve.

Methods in net.finmath.marketdata.model.curves that return AbstractCurve

Modifier and Type	Method and Description
AbstractCurve	AbstractCurve.clone()