Uses of Package
net.finmath.marketdata2.model.curves

Packages that use net.finmath.marketdata2.model.curves

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.
net.finmath.marketdata2.products	Provides interface specification and implementation of products, e.g., calibration products.

Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.calibration

Class and Description
Curve The interface which is implemented by a general curve.

Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.model

Class and Description
Curve The interface which is implemented by a general curve.
DiscountCurveInterface The interface which is implemented by discount curves.
ForwardCurveInterface The interface which is implemented by forward curves.

Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.model.curves

Class and Description
AbstractCurve Abstract base class for a curve.
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.
Curve The interface which is implemented by a general curve.
CurveBuilder Interface of builders which allow to build curve objects by successively adding points.
CurveInterpolation This class represents a curveFromInterpolationPoints build from a set of points in 2D.
CurveInterpolation.ExtrapolationMethod Possible extrapolation methods.
CurveInterpolation.InterpolationEntity Possible interpolation entities.
CurveInterpolation.InterpolationMethod Possible interpolation methods.
DiscountCurveInterface The interface which is implemented by discount curves.
DiscountCurveInterpolation Implementation of a discount factor curve based on CurveInterpolation.
ForwardCurveInterface The interface which is implemented by forward curves.
ForwardCurveInterpolation A container for a forward (rate) curve.
ForwardCurveInterpolation.InterpolationEntityForward Additional choice of interpolation entities for forward curves.

Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.products

Class and Description
DiscountCurveInterface The interface which is implemented by discount curves.
ForwardCurveInterface The interface which is implemented by forward curves.