Module net.finmath.lib

Package net.finmath.marketdata2.model.curves

Interface CurveBuilder

All Known Implementing Classes:

CurveInterpolation.Builder

public interface CurveBuilder

Interface of builders which allow to build curve objects by successively adding points. Points cannot be added directly to a curve since curve objects are immutable (cannot be changed at a later time, i.e., after construction). Instead, a clone with an additional point is created. To efficiently create a new curve by successively adding points use this builder.

Version:

1.0

Author:

Christian Fries

Method Summary

Modifier and Type	Method	Description
CurveBuilder	addPoint(double time, RandomVariable value, boolean isParameter)	Add a point to the curve.
Curve	build()	Build the curve.

Method Details

build

Curve build() throws CloneNotSupportedException

Build the curve. The method returns the curve object. The builder cannot be used to build another curve. Use clone instead.

Returns:

The curve according to the specification.

Throws:

CloneNotSupportedException - Thrown if the curve could not be build (likely due to a template throwing CloneNotSupportedException.

addPoint

CurveBuilder addPoint(double time, RandomVariable value, boolean isParameter)

Add a point to the curve.

Parameters:

time - The time of the corresponding point.

value - The value of the corresponding point.

isParameter - A boolean, specifying weather the point should be considered a free parameter (true) or not (false). Fee parameters can be used to create a clone with modified values, see CurveInterpolation.getCloneForParameter(RandomVariable[])

Returns:

A self reference to this curve build object.