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

Packages that use DiscountCurveInterface

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 DiscountCurveInterface in net.finmath.marketdata2.model

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

Modifier and Type	Method	Description
DiscountCurveInterface	AnalyticModel.getDiscountCurve(String discountCurveName)	Returns a discount curve for a given name.
DiscountCurveInterface	AnalyticModelFromCurvesAndVols.getDiscountCurve(String discountCurveName)

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

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

Modifier and Type	Class	Description
class	DiscountCurveFromForwardCurve	A discount curve derived from a given forward curve.
class	DiscountCurveInterpolation	Implementation of a discount factor curve based on CurveInterpolation.

Methods in net.finmath.marketdata2.model.curves that return DiscountCurveInterface

Modifier and Type	Method	Description
static DiscountCurveInterface	DiscountCurveInterpolation.createDiscountCurveFromMonteCarloLiborModel(String forwardCurveName, LIBORModelMonteCarloSimulationModel model, double startTime)	Create a discount curve from forwards given by a LIBORMonteCarloModel.
static DiscountCurveInterface	DiscountCurveInterpolation.createDiscountFactorsFromForwardRates(String name, TimeDiscretization tenor, RandomVariable[] forwardRates)	Create a discount curve from given time discretization and forward rates.

Uses of DiscountCurveInterface in net.finmath.marketdata2.products

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

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