## Interface DiscountCurveInterface

• All Superinterfaces:
Cloneable, Curve, ParameterObject
All Known Implementing Classes:
DiscountCurveFromForwardCurve, DiscountCurveInterpolation

public interface DiscountCurveInterface
extends Curve
The interface which is implemented by discount curves. A discount curve is a mapping of T to df(T) where df(T) represents the present value of a cash flow or 1 in time T, with respect to a specific currency unit and collateralization.
Version:
1.0
Author:
Christian Fries
• ### Method Summary

All Methods
Modifier and Type Method Description
RandomVariable getDiscountFactor​(double maturity)
Returns the discount factor for the corresponding maturity.
RandomVariable getDiscountFactor​(AnalyticModel model, double maturity)
Returns the discount factor for the corresponding maturity.
• ### Methods inherited from interface net.finmath.marketdata2.model.curves.Curve

clone, getCloneBuilder, getCloneForParameter, getName, getReferenceDate, getValue, getValue
• ### Methods inherited from interface net.finmath.marketdata2.calibration.ParameterObject

getParameter, setParameter
• ### Method Detail

• #### getDiscountFactor

RandomVariable getDiscountFactor​(double maturity)
Returns the discount factor for the corresponding maturity. This getter is not optimized for performance.
Parameters:
maturity - The maturity for which the discount factor is requested.
Returns:
The discount factor (i.e., price of the zero coupon bond with given maturity and notional 1.
• #### getDiscountFactor

RandomVariable getDiscountFactor​(AnalyticModel model,
double maturity)
Returns the discount factor for the corresponding maturity. This getter is not optimized for performance.
Parameters:
model - An analytic model providing a context. Some curves do not need this (can be null).
maturity - The maturity for which the discount factor is requested.
Returns:
The discount factor (i.e., price of the zero coupon bond with given maturity and notional 1.