DiscountCurveInterface (finmath lib 5.0.5 API)

All Superinterfaces:

Cloneable, Curve, ParameterObject

All Known Implementing Classes:

DiscountCurveFromForwardCurve, DiscountCurveInterpolation
```
public interface DiscountCurveInterface
extends Curve
```
The interface which is implemented by discount curves. A discount curve is a mapping of T to df(T) where df(T) represents the present value of a cash flow or 1 in time T, with respect to a specific currency unit and collateralization.

Version:

1.0

Author:

Christian Fries

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`RandomVariable`	`getDiscountFactor(double maturity)`	Returns the discount factor for the corresponding maturity.
`RandomVariable`	`getDiscountFactor(AnalyticModel model, double maturity)`	Returns the discount factor for the corresponding maturity.

Methods inherited from interface net.finmath.marketdata2.model.curves.Curve
clone, getCloneBuilder, getCloneForParameter, getName, getReferenceDate, getValue, getValue

Methods inherited from interface net.finmath.marketdata2.calibration.ParameterObject
getParameter, setParameter

- Method Detail
  - getDiscountFactor
```
RandomVariable getDiscountFactor(double maturity)
```
    Returns the discount factor for the corresponding maturity. This getter is not optimized for performance.
    
    Parameters:
    
    maturity - The maturity for which the discount factor is requested.
    
    Returns:
    
    The discount factor (i.e., price of the zero coupon bond with given maturity and notional 1.
  - getDiscountFactor
```
RandomVariable getDiscountFactor(AnalyticModel model,
                                 double maturity)
```
    Returns the discount factor for the corresponding maturity. This getter is not optimized for performance.
    
    Parameters:
    
    model - An analytic model providing a context. Some curves do not need this (can be null).
    
    maturity - The maturity for which the discount factor is requested.
    
    Returns:
    
    The discount factor (i.e., price of the zero coupon bond with given maturity and notional 1.