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

Packages that use AbstractCurve

Package	Description
net.finmath.marketdata.model.bond	Provided classes related to the modelling of Bond curves.
net.finmath.marketdata.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.
net.finmath.singleswaprate.model.curves	Additional curves for use in an analytic model, AnalyticModel.

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

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

Modifier and Type	Class	Description
class	BondCurve	Implements the bond curve as a curve object, see Curve.

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

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

Modifier and Type	Class	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	CurveFromProductOfCurves	A curve derived from other curves by multiplying the values.
class	CurveInterpolation	This class represents a curve build from a set of points in 2D.
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	DiscountCurveInterpolation	Implementation of a discount factor curve based on CurveInterpolation.
class	DiscountCurveNelsonSiegelSvensson	Implementation of a discount factor curve given by a Nelson-Siegel-Svensson (NSS) parameterization.
class	ForwardCurveFromDiscountCurve	A forward curve derived from a given discount curve.
class	ForwardCurveInterpolation	A container for a forward (rate) 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	Description
AbstractCurve	AbstractCurve.clone()

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

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

Modifier and Type	Class	Description
class	ExponentialCorrelationCurve	A curve, which models exponential decay of correlation from one point in time to another, according to \[ \max\{e^{c(t-T)}, 1\} \,