Uses of Class
net.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, seeCurve
. 
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 onCurveInterpolation
.class
DiscountCurveNelsonSiegelSvensson
Implementation of a discount factor curve given by a NelsonSiegelSvensson (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 NelsonSiegelSvensson (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 callgetValue(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(tT)}, 1\} \, .
