Uses of Package
net.finmath.marketdata2.model.curves
| Package | Description |
|---|---|
| net.finmath.marketdata2.calibration |
Provides classes to create a calibrated model of curves from a collection of calibration
products and corresponding target values.
|
| net.finmath.marketdata2.model |
Provides interface specification and implementation of a model, which is essentially
a collection of curves.
|
| net.finmath.marketdata2.model.curves |
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
|
| net.finmath.marketdata2.products |
Provides interface specification and implementation of products, e.g., calibration products.
|
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Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.calibration Class Description Curve The interface which is implemented by a general curve. -
Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.model Class Description Curve The interface which is implemented by a general curve.DiscountCurveInterface The interface which is implemented by discount curves.ForwardCurveInterface The interface which is implemented by forward curves. -
Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.model.curves Class Description AbstractCurve Abstract base class for a curve.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.Curve The interface which is implemented by a general curve.CurveBuilder Interface of builders which allow to build curve objects by successively adding points.CurveInterpolation This class represents a curveFromInterpolationPoints build from a set of points in 2D.CurveInterpolation.ExtrapolationMethod Possible extrapolation methods.CurveInterpolation.InterpolationEntity Possible interpolation entities.CurveInterpolation.InterpolationMethod Possible interpolation methods.DiscountCurveInterface The interface which is implemented by discount curves.DiscountCurveInterpolation Implementation of a discount factor curve based onCurveInterpolation.ForwardCurveInterface The interface which is implemented by forward curves.ForwardCurveInterpolation A container for a forward (rate) curve.ForwardCurveInterpolation.InterpolationEntityForward Additional choice of interpolation entities for forward curves. -
Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.products Class Description DiscountCurveInterface The interface which is implemented by discount curves.ForwardCurveInterface The interface which is implemented by forward curves.