Module net.finmath.lib

Package net.finmath.marketdata2.model.curves

Class AbstractCurve

java.lang.Object

net.finmath.marketdata2.model.curves.AbstractCurve

All Implemented Interfaces:

Cloneable, ParameterObject, Curve

Direct Known Subclasses:

CurveInterpolation, DiscountCurveFromForwardCurve

public abstract class AbstractCurve
extends Object
implements Curve, Cloneable

Abstract base class for a curve. It stores the name of the curve and provides some convenient way of getting values.

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
AbstractCurve(String name, LocalDate referenceDate)

Method Summary

Modifier and Type	Method	Description
AbstractCurve	clone()	Create a deep copied clone.
Curve	getCloneForParameter(RandomVariable[] value)	Create a clone with a modified parameter.
String	getName()	Get the name of the curve.
LocalDate	getReferenceDate()	Return the reference date of this curve, i.e.
RandomVariable	getValue(double time)	Returns the value for the time using the interpolation method associated with this curve.
RandomVariable[]	getValues(double[] times)	Return a vector of values corresponding to a given vector of times.
String	toString()

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface net.finmath.marketdata2.model.curves.Curve

getCloneBuilder, getValue

Methods inherited from interface net.finmath.marketdata2.calibration.ParameterObject

getParameter, setParameter

Constructor Detail

AbstractCurve

public AbstractCurve(String name,
                     LocalDate referenceDate)

Parameters:

name - The name of this curve.

referenceDate - The reference date of this curve.

Method Detail

getName

public String getName()

Description copied from interface: Curve

Get the name of the curve.

Specified by:

getName in interface Curve

Returns:

The name of this curve

getReferenceDate

public LocalDate getReferenceDate()

Description copied from interface: Curve

Return the reference date of this curve, i.e. the date associated with t=0. May be null in case the curve is not associated with a fixed date (e.g. a time homogenous model).

Specified by:

getReferenceDate in interface Curve

Returns:

The date identified as t=0.

getValue

public RandomVariable getValue(double time)

Description copied from interface: Curve

Returns the value for the time using the interpolation method associated with this curve.

Specified by:

getValue in interface Curve

Parameters:

time - Time for which the value should be returned.

Returns:

The value at the give time.

getValues

public RandomVariable[] getValues(double[] times)

Return a vector of values corresponding to a given vector of times.

Parameters:

times - A given vector of times.

Returns:

A vector of values corresponding to the given vector of times.

clone

public AbstractCurve clone()
                    throws CloneNotSupportedException

Description copied from interface: Curve

Create a deep copied clone.

Specified by:

clone in interface Curve

Overrides:

clone in class Object

Returns:

A clone (deep copied).

Throws:

CloneNotSupportedException - Thrown, when the curve could not be cloned.

getCloneForParameter

public Curve getCloneForParameter(RandomVariable[] value)
                           throws CloneNotSupportedException

Description copied from interface: ParameterObject

Create a clone with a modified parameter.

Specified by:

getCloneForParameter in interface Curve

Specified by:

getCloneForParameter in interface ParameterObject

Parameters:

value - The new parameter.

Returns:

A clone with an otherwise modified parameter.

Throws:

CloneNotSupportedException - Thrown, when the curve could not be cloned.

toString

public String toString()

Overrides:

toString in class Object