net.finmath.marketdata2.model.curves

Interface Curve

All Superinterfaces:

Cloneable, ParameterObject

All Known Subinterfaces:

DiscountCurveInterface, ForwardCurveInterface

All Known Implementing Classes:

AbstractCurve, AbstractForwardCurve, CurveInterpolation, DiscountCurveFromForwardCurve, DiscountCurveInterpolation, ForwardCurveFromDiscountCurve, ForwardCurveInterpolation

public interface Curve
extends ParameterObject, Cloneable

The interface which is implemented by a general curve.

Version:

1.0

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
Object	clone() Create a deep copied clone.
CurveBuilder	getCloneBuilder() Returns a curve builder bases on a clone of this curve.
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. the date associated with t=0.
RandomVariable	getValue(AnalyticModel model, double time) Returns the value for the time using the interpolation method associated with this curve within a given context, i.e., a model.
RandomVariable	getValue(double time) Returns the value for the time using the interpolation method associated with this curve.

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

getParameter, setParameter

Method Detail

getName

String getName()

Get the name of the curve.

Returns:

The name of this curve

getReferenceDate

LocalDate getReferenceDate()

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).

Returns:

The date identified as t=0.

getValue

RandomVariable getValue(double time)

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

Parameters:

time - Time for which the value should be returned.

Returns:

The value at the give time.

getValue

RandomVariable getValue(AnalyticModel model,
                        double time)

Returns the value for the time using the interpolation method associated with this curve within a given context, i.e., a model. The model (context) is needed only if the curve relies on another curve. Examples are a forward curve which relies on a discount curve or a discount curve which is defined via a spread over another curve.

Parameters:

model - An analytic model providing a context.

time - Time for which the value should be returned.

Returns:

The value at the give time.

clone

Object clone()
      throws CloneNotSupportedException

Create a deep copied clone.

Returns:

A clone (deep copied).

Throws:

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

getCloneBuilder

CurveBuilder getCloneBuilder()
                      throws CloneNotSupportedException

Returns a curve builder bases on a clone of this curve. Using that curve builder you may create a new curve from this curve by adding points or changing properties. Note: The clone has the same name than this one.

Returns:

An object implementing the CurveBuilderInterface where the underlying curve is a clone of this curve.

Throws:

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

getCloneForParameter

Curve getCloneForParameter(RandomVariable[] value)
                    throws CloneNotSupportedException

Description copied from interface: ParameterObject

Create a clone with a modified parameter.

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.