Uses of Interface
net.finmath.marketdata2.model.curves.Curve

Packages that use Curve

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.

Uses of Curve in net.finmath.marketdata2.calibration

Methods in net.finmath.marketdata2.calibration that return Curve

Modifier and Type	Method	Description
Curve	ParameterAggregation.getCloneForParameter(RandomVariable[] value)
Curve	CalibratedCurves.getCurve(String name)	Get a curve for a given name.

Uses of Curve in net.finmath.marketdata2.model

Methods in net.finmath.marketdata2.model that return Curve

Modifier and Type	Method	Description
Curve	AnalyticModel.getCurve(String name)	Get a curve by a given curve name.
Curve	AnalyticModelFromCurvesAndVols.getCurve(String name)

Methods in net.finmath.marketdata2.model that return types with arguments of type Curve

Modifier and Type	Method	Description
Map<String,Curve>	AnalyticModel.getCurves()	Returns an unmodifiable map of all curves.
Map<String,Curve>	AnalyticModelFromCurvesAndVols.getCurves()

Methods in net.finmath.marketdata2.model with parameters of type Curve

Modifier and Type	Method	Description
AnalyticModel	AnalyticModel.addCurve(String name, Curve curve)	Add a reference to a given curve under a given name to this model.
AnalyticModel	AnalyticModelFromCurvesAndVols.addCurve(String name, Curve curve)
AnalyticModel	AnalyticModelFromCurvesAndVols.addCurve(Curve curve)
AnalyticModel	AnalyticModel.addCurves(Curve... curves)	Create a new analytic model consisting of a clone of this one together with the given curves added.
AnalyticModel	AnalyticModelFromCurvesAndVols.addCurves(Curve... curves)
void	AnalyticModel.setCurve(Curve curve)	Deprecated.
void	AnalyticModelFromCurvesAndVols.setCurve(Curve curve)	Deprecated. This class will become immutable.
void	AnalyticModelFromCurvesAndVols.setCurves(Curve[] curves)	Deprecated. This class will become immutable.

Method parameters in net.finmath.marketdata2.model with type arguments of type Curve

Modifier and Type	Method	Description
AnalyticModel	AnalyticModel.addCurves(Set<Curve> curves)	Create a new analytic model consisting of a clone of this one together with the given curves added.
AnalyticModel	AnalyticModelFromCurvesAndVols.addCurves(Set<Curve> curves)

Constructors in net.finmath.marketdata2.model with parameters of type Curve

Constructor	Description
AnalyticModelFromCurvesAndVols(Curve[] curves)	Create an analytic model with the given curves.
AnalyticModelFromCurvesAndVols(RandomVariableFactory randomVariableFactory, Curve[] curves)	Create an analytic model with the given curves using a given AbstractRandomVariableFactory for construction of result types.

Constructor parameters in net.finmath.marketdata2.model with type arguments of type Curve

Constructor	Description
AnalyticModelFromCurvesAndVols(Collection<Curve> curves)	Create an analytic model with the given curves.

Uses of Curve in net.finmath.marketdata2.model.curves

Subinterfaces of Curve in net.finmath.marketdata2.model.curves

Modifier and Type	Interface	Description
interface	DiscountCurveInterface	The interface which is implemented by discount curves.
interface	ForwardCurveInterface	The interface which is implemented by forward curves.

Classes in net.finmath.marketdata2.model.curves that implement Curve

Modifier and Type	Class	Description
class	AbstractCurve	Abstract base class for a curve.
class	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.
class	CurveInterpolation	This class represents a curveFromInterpolationPoints build from a set of points in 2D.
class	DiscountCurveFromForwardCurve	A discount curve derived from a given forward curve.
class	DiscountCurveInterpolation	Implementation of a discount factor curve based on CurveInterpolation.
class	ForwardCurveFromDiscountCurve	A forward curve derived from a given discount curve.
class	ForwardCurveInterpolation	A container for a forward (rate) curve.

Methods in net.finmath.marketdata2.model.curves that return Curve

Modifier and Type	Method	Description
Curve	CurveBuilder.build()	Build the curve.
Curve	CurveInterpolation.Builder.build()
Curve	AbstractCurve.getCloneForParameter(RandomVariable[] value)
Curve	Curve.getCloneForParameter(RandomVariable[] value)
Curve	CurveInterpolation.getCloneForParameter(RandomVariable[] parameter)