| 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 |
|---|---|
static class |
CurveInterpolation.Builder
A builder (following the builder pattern) for CurveFromInterpolationPoints objects.
|
| Modifier and Type | Method and Description |
|---|---|
CurveBuilder |
CurveInterpolation.Builder.addPoint(double time,
RandomVariable value,
boolean isParameter) |
CurveBuilder |
CurveBuilder.addPoint(double time,
RandomVariable value,
boolean isParameter)
Add a point to the curve.
|
CurveBuilder |
CurveInterpolation.getCloneBuilder() |
CurveBuilder |
DiscountCurveFromForwardCurve.getCloneBuilder() |
CurveBuilder |
Curve.getCloneBuilder()
Returns a curve builder bases on a clone of this curve.
|
CurveBuilder |
CurveInterpolation.Builder.setExtrapolationMethod(CurveInterpolation.ExtrapolationMethod extrapolationMethod)
Set the extrapolation method of the curveFromInterpolationPoints.
|
CurveBuilder |
CurveInterpolation.Builder.setInterpolationEntity(CurveInterpolation.InterpolationEntity interpolationEntity)
Set the interpolationEntity of the curveFromInterpolationPoints.
|
CurveBuilder |
CurveInterpolation.Builder.setInterpolationMethod(CurveInterpolation.InterpolationMethod interpolationMethod)
Set the interpolation method of the curveFromInterpolationPoints.
|
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