Package net.finmath.marketdata2.model.curves
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
Curves are mappings t → f(t), usually given by a discrete set of points and an interpolation
and extrapolation methods.
 Author:
 Christian Fries

Interface Summary Interface Description Curve The interface which is implemented by a general curve.CurveBuilder Interface of builders which allow to build curve objects by successively adding points.DiscountCurveInterface The interface which is implemented by discount curves.ForwardCurveInterface The interface which is implemented by forward curves. 
Class Summary Class 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.CurveInterpolation This class represents a curveFromInterpolationPoints build from a set of points in 2D.CurveInterpolation.Builder A builder (following the builder pattern) for CurveFromInterpolationPoints objects.DiscountCurveFromForwardCurve A discount curve derived from a given forward curve.DiscountCurveInterpolation Implementation of a discount factor curve based onCurveInterpolation
.ForwardCurveFromDiscountCurve A forward curve derived from a given discount curve.ForwardCurveInterpolation A container for a forward (rate) curve. 
Enum Summary Enum Description CurveInterpolation.ExtrapolationMethod Possible extrapolation methods.CurveInterpolation.InterpolationEntity Possible interpolation entities.CurveInterpolation.InterpolationMethod Possible interpolation methods.ForwardCurveInterpolation.InterpolationEntityForward Additional choice of interpolation entities for forward curves.