| 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.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ForwardCurve
A container for a forward (rate) curve.
|
class |
ForwardCurveFromDiscountCurve
A forward curve derived from a given discount curve.
|
Copyright © 2015. All rights reserved.