| Package | Description |
|---|---|
| net.finmath.marketdata2.model.curves |
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
|
| Modifier and Type | Class and Description |
|---|---|
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.
|
| Modifier and Type | Method and Description |
|---|---|
AbstractCurve |
AbstractCurve.clone() |
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