Module net.finmath.lib
Package net.finmath.marketdata.model.curves

Interface Curve

All Superinterfaces:
Cloneable, ParameterObject, Serializable
All Known Subinterfaces:
DiscountCurve, ForwardCurve
All Known Implementing Classes:
AbstractCurve, AbstractForwardCurve, BondCurve, CurveFromProductOfCurves, CurveInterpolation, DiscountCurveFromForwardCurve, DiscountCurveFromProductOfCurves, DiscountCurveInterpolation, DiscountCurveNelsonSiegelSvensson, DiscountCurveRenormalized, ExponentialCorrelationCurve, ForwardCurveFromDiscountCurve, ForwardCurveInterpolation, ForwardCurveNelsonSiegelSvensson, ForwardCurveWithFixings, IndexCurveFromDiscountCurve, PiecewiseCurve, SeasonalCurve
public interface Curve extends ParameterObject, Serializable, Cloneable
The interface which is implemented by a general curve.
Version:
1.0
Author:
Christian Fries

  • Method Summary

    Modifier and Type
    Method
    Description
    Object
    clone()
    Create a deep copied clone.
    CurveBuilder
    getCloneBuilder()
    Returns a curve builder bases on a clone of this curve.
    Curve
    getCloneForParameter​(double[] value)
    Create a clone with a modified parameter.
    String
    getName()
    Get the name of the curve.
    LocalDate
    getReferenceDate()
    Return the reference date of this curve, i.e.
    double
    getValue​(double time)
    Returns the value for the time using the interpolation method associated with this curve.
    double
    getValue​(AnalyticModel model, double time)
    Returns the value for the time using the interpolation method associated with this curve within a given context, i.e., a model.

    Methods inherited from interface net.finmath.marketdata.calibration.ParameterObject

    getParameter, setParameter

  • Method Details

    • getName

      String getName()
      Get the name of the curve.
      Returns:
      The name of this curve

    • getReferenceDate

      LocalDate getReferenceDate()
      Return the reference date of this curve, i.e. the date associated with t=0. May be null in case the curve is not associated with a fixed date (e.g. a time homogenous model).
      Returns:
      The date identified as t=0.

    • getValue

      double getValue​(double time)
      Returns the value for the time using the interpolation method associated with this curve.
      Parameters:
      time - Time for which the value should be returned.
      Returns:
      The value at the give time.

    • getValue

      double getValue​(AnalyticModel model, double time)
      Returns the value for the time using the interpolation method associated with this curve within a given context, i.e., a model. The model (context) is needed only if the curve relies on another curve. Examples are a forward curve which relies on a discount curve or a discount curve which is defined via a spread over another curve.
      Parameters:
      model - An analytic model providing a context.
      time - Time for which the value should be returned.
      Returns:
      The value at the give time.

    • clone

      Object clone() throws CloneNotSupportedException
      Create a deep copied clone.
      Returns:
      A clone (deep copied).
      Throws:
      CloneNotSupportedException - Thrown, when the curve could not be cloned.

    • getCloneBuilder

      CurveBuilder getCloneBuilder() throws CloneNotSupportedException
      Returns a curve builder bases on a clone of this curve. Using that curve builder you may create a new curve from this curve by adding points or changing properties. Note: The clone has the same name than this one.
      Returns:
      An object implementing the CurveBuilderInterface where the underlying curve is a clone of this curve.
      Throws:
      CloneNotSupportedException - Thrown, when this curve could not be cloned.

    • getCloneForParameter

      Curve getCloneForParameter​(double[] value) throws CloneNotSupportedException
      Description copied from interface: ParameterObject
      Create a clone with a modified parameter.
      Specified by:
      getCloneForParameter in interface ParameterObject
      Parameters:
      value - The new parameter.
      Returns:
      A clone with an otherwise modified parameter.
      Throws:
      CloneNotSupportedException - Thrown, when the curve could not be cloned.