## Uses of Classnet.finmath.marketdata.model.curves.AbstractCurve

• Packages that use AbstractCurve
Package Description
net.finmath.marketdata.model.bond
Provides classes related to the modeling of Bond curves.
net.finmath.marketdata.model.curves
Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.
net.finmath.singleswaprate.model.curves
Additional curves for use in an analytic model, AnalyticModel.
• ### Uses of AbstractCurve in net.finmath.marketdata.model.bond

Subclasses of AbstractCurve in net.finmath.marketdata.model.bond
Modifier and Type Class Description
class  BondCurve
Implements the bond curve as a curve object, see Curve.
• ### Uses of AbstractCurve in net.finmath.marketdata.model.curves

Subclasses of AbstractCurve in net.finmath.marketdata.model.curves
Modifier and Type Class 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  CurveFromProductOfCurves
A curve derived from other curves by multiplying the values.
class  CurveInterpolation
This class represents a curve build from a set of points in 2D.
class  DiscountCurveFromForwardCurve
A discount curve derived from a given forward curve.
class  DiscountCurveFromProductOfCurves
A discount curve derived from other discount curves by multiplying the discount factors.
class  DiscountCurveInterpolation
Implementation of a discount factor curve based on CurveInterpolation.
class  DiscountCurveNelsonSiegelSvensson
Implementation of a discount factor curve given by a Nelson-Siegel-Svensson (NSS) parameterization.
class  ForwardCurveFromDiscountCurve
A forward curve derived from a given discount curve.
class  ForwardCurveInterpolation
A container for a forward (rate) curve.
class  ForwardCurveNelsonSiegelSvensson
Implementation of a forward given by a Nelson-Siegel-Svensson (NSS) parameterization.
class  ForwardCurveWithFixings
class  IndexCurveFromDiscountCurve
An index curve there the value at time t is given by indexValue / discountCurve.getValue(t).
class  PiecewiseCurve
A piecewise curve.
class  SeasonalCurve
The curve returns a value depending on the month of the time argument, that is, a call getValue(model, time) will map time to a 30/360 value using the day and month only and delegate the call to a given base curve.
Methods in net.finmath.marketdata.model.curves that return AbstractCurve
Modifier and Type Method Description
AbstractCurve AbstractCurve.clone()
• ### Uses of AbstractCurve in net.finmath.singleswaprate.model.curves

Subclasses of AbstractCurve in net.finmath.singleswaprate.model.curves
Modifier and Type Class Description
class  ExponentialCorrelationCurve
A curve, which models exponential decay of correlation from one point in time to another, according to \[ \max\{e^{c(t-T)}, 1\} \, .