Uses of Interface
net.finmath.marketdata.model.curves.CurveBuilder
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Packages that use CurveBuilder Package Description net.finmath.marketdata.model.bond Provides classes related to the modeling of Bond curves.net.finmath.marketdata.model.curves Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.net.finmath.singleswaprate.model.curves Additional curves for use in an analytic model,AnalyticModel. -
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Uses of CurveBuilder in net.finmath.marketdata.model.bond
Methods in net.finmath.marketdata.model.bond that return CurveBuilder Modifier and Type Method Description CurveBuilderBondCurve. getCloneBuilder() -
Uses of CurveBuilder in net.finmath.marketdata.model.curves
Classes in net.finmath.marketdata.model.curves that implement CurveBuilder Modifier and Type Class Description static classCurveInterpolation.BuilderA builder (following the builder pattern) for CurveFromInterpolationPoints objects.static classPiecewiseCurve.BuilderA builder (following the builder pattern) for PiecewiseCurve objects.static classSeasonalCurve.BuilderA builder (following the builder pattern) for SeasonalCurve objects.Methods in net.finmath.marketdata.model.curves that return CurveBuilder Modifier and Type Method Description CurveBuilderCurveBuilder. addPoint(double time, double value, boolean isParameter)Add a point to the curve.CurveBuilderCurveInterpolation.Builder. addPoint(double time, double value, boolean isParameter)CurveBuilderCurve. getCloneBuilder()Returns a curve builder bases on a clone of this curve.CurveBuilderCurveFromProductOfCurves. getCloneBuilder()CurveBuilderCurveInterpolation. getCloneBuilder()CurveBuilderDiscountCurveFromForwardCurve. getCloneBuilder()CurveBuilderDiscountCurveFromProductOfCurves. getCloneBuilder()CurveBuilderDiscountCurveNelsonSiegelSvensson. getCloneBuilder()CurveBuilderDiscountCurveRenormalized. getCloneBuilder()CurveBuilderForwardCurveNelsonSiegelSvensson. getCloneBuilder()CurveBuilderIndexCurveFromDiscountCurve. getCloneBuilder()CurveBuilderCurveInterpolation.Builder. setExtrapolationMethod(CurveInterpolation.ExtrapolationMethod extrapolationMethod)Set the extrapolation method of the curve.CurveBuilderCurveInterpolation.Builder. setInterpolationEntity(CurveInterpolation.InterpolationEntity interpolationEntity)Set the interpolationEntity of the curve.CurveBuilderCurveInterpolation.Builder. setInterpolationMethod(CurveInterpolation.InterpolationMethod interpolationMethod)Set the interpolation method of the curve. -
Uses of CurveBuilder in net.finmath.singleswaprate.model.curves
Methods in net.finmath.singleswaprate.model.curves that return CurveBuilder Modifier and Type Method Description CurveBuilderExponentialCorrelationCurve. getCloneBuilder()
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