Uses of Class
net.finmath.marketdata2.model.curves.AbstractCurve
Package | Description |
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net.finmath.marketdata2.model.curves |
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
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Uses of AbstractCurve in net.finmath.marketdata2.model.curves
Subclasses of AbstractCurve in net.finmath.marketdata2.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
CurveInterpolation
This class represents a curveFromInterpolationPoints build from a set of points in 2D.class
DiscountCurveFromForwardCurve
A discount curve derived from a given forward curve.class
DiscountCurveInterpolation
Implementation of a discount factor curve based onCurveInterpolation
.class
ForwardCurveFromDiscountCurve
A forward curve derived from a given discount curve.class
ForwardCurveInterpolation
A container for a forward (rate) curve.Methods in net.finmath.marketdata2.model.curves that return AbstractCurve Modifier and Type Method Description AbstractCurve
AbstractCurve. clone()