| Package | Description |
|---|---|
| net.finmath.marketdata.model.bond |
Provided classes related to the modelling of Bond curves.
|
| Modifier and Type | Method and Description |
|---|---|
static BondCurve.Type |
BondCurve.Type.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static BondCurve.Type[] |
BondCurve.Type.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Constructor and Description |
|---|
BondCurve(String name,
LocalDate referenceDate,
Curve referenceCurve,
Curve spreadCurve,
BondCurve.Type type)
Creates a bond curve.
|
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