Uses of Class
net.finmath.marketdata2.model.curves.CurveInterpolation
-
Packages that use CurveInterpolation Package Description net.finmath.marketdata2.model.curves Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves. -
-
Uses of CurveInterpolation in net.finmath.marketdata2.model.curves
Subclasses of CurveInterpolation 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
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 CurveInterpolation Modifier and Type Method Description CurveInterpolation
CurveInterpolation. clone()
Constructors in net.finmath.marketdata2.model.curves with parameters of type CurveInterpolation Constructor Description Builder(CurveInterpolation curveInterpolation)
Build a curveFromInterpolationPoints by cloning a given curveFromInterpolationPoints.
-