Uses of Interface
net.finmath.marketdata2.model.curves.Curve
Package
Description
Provides classes to create a calibrated model of curves from a collection of calibration
products and corresponding target values.
Provides interface specification and implementation of a model, which is essentially
a collection of curves.
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
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Uses of Curve in net.finmath.marketdata2.calibration
Modifier and TypeMethodDescriptionParameterAggregation.getCloneForParameter
(RandomVariable[] value) Get a curve for a given name. -
Uses of Curve in net.finmath.marketdata2.model
Modifier and TypeMethodDescriptionGet a curve by a given curve name.Modifier and TypeMethodDescriptionAnalyticModel.getCurves()
Returns an unmodifiable map of all curves.AnalyticModelFromCurvesAndVols.getCurves()
Modifier and TypeMethodDescriptionAdd a reference to a given curve under a given name to this model.Create a new analytic model consisting of a clone of this one together with the given curves added.void
Deprecated.void
Deprecated.This class will become immutable.void
Deprecated.This class will become immutable.Modifier and TypeMethodDescriptionCreate a new analytic model consisting of a clone of this one together with the given curves added.ModifierConstructorDescriptionAnalyticModelFromCurvesAndVols
(Curve[] curves) Create an analytic model with the given curves.AnalyticModelFromCurvesAndVols
(RandomVariableFactory randomVariableFactory, Curve[] curves) Create an analytic model with the given curves using a given AbstractRandomVariableFactory for construction of result types.ModifierConstructorDescriptionCreate an analytic model with the given curves. -
Uses of Curve in net.finmath.marketdata2.model.curves
Modifier and TypeInterfaceDescriptioninterface
The interface which is implemented by discount curves.interface
The interface which is implemented by forward curves.Modifier and TypeClassDescriptionclass
Abstract base class for a curve.class
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
This class represents a curveFromInterpolationPoints build from a set of points in 2D.class
A discount curve derived from a given forward curve.class
Implementation of a discount factor curve based onCurveInterpolation
.class
A forward curve derived from a given discount curve.class
A container for a forward (rate) curve.Modifier and TypeMethodDescriptionCurveBuilder.build()
Build the curve.CurveInterpolation.Builder.build()
AbstractCurve.getCloneForParameter
(RandomVariable[] value) Curve.getCloneForParameter
(RandomVariable[] value) CurveInterpolation.getCloneForParameter
(RandomVariable[] parameter)