Uses of Package
net.finmath.marketdata2.model.curves
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Packages that use net.finmath.marketdata2.model.curves Package Description net.finmath.marketdata2.calibration Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.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. -
Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.calibration Class Description Curve The interface which is implemented by a general curve. -
Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.model Class Description Curve The interface which is implemented by a general curve.DiscountCurveInterface The interface which is implemented by discount curves.ForwardCurveInterface The interface which is implemented by forward curves. -
Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.model.curves Class Description AbstractCurve Abstract base class for a curve.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.Curve The interface which is implemented by a general curve.CurveBuilder Interface of builders which allow to build curve objects by successively adding points.CurveInterpolation This class represents a curveFromInterpolationPoints build from a set of points in 2D.CurveInterpolation.ExtrapolationMethod Possible extrapolation methods.CurveInterpolation.InterpolationEntity Possible interpolation entities.CurveInterpolation.InterpolationMethod Possible interpolation methods.DiscountCurveInterface The interface which is implemented by discount curves.DiscountCurveInterpolation Implementation of a discount factor curve based onCurveInterpolation
.ForwardCurveInterface The interface which is implemented by forward curves.ForwardCurveInterpolation A container for a forward (rate) curve.ForwardCurveInterpolation.InterpolationEntityForward Additional choice of interpolation entities for forward curves. -
Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.products Class Description DiscountCurveInterface The interface which is implemented by discount curves.ForwardCurveInterface The interface which is implemented by forward curves.