- All Superinterfaces:
Cloneable
,Curve
,ParameterObject
,Serializable
- All Known Implementing Classes:
DiscountCurveFromForwardCurve
,DiscountCurveFromProductOfCurves
,DiscountCurveInterpolation
,DiscountCurveNelsonSiegelSvensson
,DiscountCurveRenormalized
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
Modifier and TypeMethodDescriptiondouble
getDiscountFactor(double maturity)
Returns the discount factor for the corresponding maturity.double
getDiscountFactor(AnalyticModel model, double maturity)
Returns the discount factor for the corresponding maturity.Methods inherited from interface net.finmath.marketdata.model.curves.Curve
clone, getCloneBuilder, getCloneForParameter, getName, getReferenceDate, getValue, getValue
Methods inherited from interface net.finmath.marketdata.calibration.ParameterObject
getParameter, setParameter
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Method Details
-
getDiscountFactor
double 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
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.
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