Uses of Interface
net.finmath.marketdata2.model.curves.ForwardCurveInterface

Packages that use ForwardCurveInterface

Package	Description
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.

Uses of ForwardCurveInterface in net.finmath.marketdata2.model

Methods in net.finmath.marketdata2.model that return ForwardCurveInterface

Modifier and Type	Method	Description
ForwardCurveInterface	AnalyticModel.getForwardCurve(String forwardCurveName)	Returns a forward curve for a given name.
ForwardCurveInterface	AnalyticModelFromCurvesAndVols.getForwardCurve(String forwardCurveName)

Uses of ForwardCurveInterface in net.finmath.marketdata2.model.curves

Classes in net.finmath.marketdata2.model.curves that implement ForwardCurveInterface

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	ForwardCurveFromDiscountCurve	A forward curve derived from a given discount curve.
class	ForwardCurveInterpolation	A container for a forward (rate) curve.

Constructors in net.finmath.marketdata2.model.curves with parameters of type ForwardCurveInterface

Constructor	Description
DiscountCurveFromForwardCurve(ForwardCurveInterface forwardCurve)	Create a discount curve using a given forward curve.
DiscountCurveFromForwardCurve(ForwardCurveInterface forwardCurve, double periodLengthTimeScaling)	Create a discount curve using a given forward curve.

Uses of ForwardCurveInterface in net.finmath.marketdata2.products

Methods in net.finmath.marketdata2.products with parameters of type ForwardCurveInterface

Modifier and Type	Method	Description
static RandomVariable	Swap.getForwardSwapRate(Schedule fixSchedule, Schedule floatSchedule, ForwardCurveInterface forwardCurve)
static RandomVariable	Swap.getForwardSwapRate(Schedule fixSchedule, Schedule floatSchedule, ForwardCurveInterface forwardCurve, AnalyticModel model)
static RandomVariable	Swap.getForwardSwapRate(TimeDiscretization fixTenor, TimeDiscretization floatTenor, ForwardCurveInterface forwardCurve)
static RandomVariable	Swap.getForwardSwapRate(TimeDiscretization fixTenor, TimeDiscretization floatTenor, ForwardCurveInterface forwardCurve, DiscountCurveInterface discountCurve)
static RandomVariable	SwapAnnuity.getSwapAnnuity(Schedule schedule, ForwardCurveInterface forwardCurve)	Function to calculate an (idealized) single curve swap annuity for a given schedule and forward curve.
static RandomVariable	SwapAnnuity.getSwapAnnuity(TimeDiscretization tenor, ForwardCurveInterface forwardCurve)	Function to calculate an (idealized) single curve swap annuity for a given schedule and forward curve.