Class CurveFromProductOfCurves

All Implemented Interfaces:
Serializable, Cloneable, ParameterObject, Curve

public class CurveFromProductOfCurves extends AbstractCurve implements Serializable, Curve
A curve derived from other curves by multiplying the values.
Christian Fries
See Also:
  • Constructor Details

    • CurveFromProductOfCurves

      public CurveFromProductOfCurves(String name, LocalDate referenceDate, Curve... curves)
      Create a curve using one or more curves.
      name - The name of this curve.
      referenceDate - The reference date of this curve.
      curves - Argument list or array of curves.
  • Method Details

    • getValue

      public double getValue(AnalyticModel model, double time)
      Description copied from interface: Curve
      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.
      Specified by:
      getValue in interface Curve
      model - An analytic model providing a context.
      time - Time for which the value should be returned.
      The value at the give time.
    • getParameter

      public double[] getParameter()
      Description copied from interface: ParameterObject
      Get the current parameter associated with the state of the objects.
      Specified by:
      getParameter in interface ParameterObject
      The parameter.
    • setParameter

      public void setParameter(double[] parameter)
      Description copied from interface: ParameterObject
      Set the current parameter and change the state of the objects.
      Specified by:
      setParameter in interface ParameterObject
      parameter - The parameter associated with the new state of the objects.
    • getCloneBuilder

      public CurveBuilder getCloneBuilder() throws CloneNotSupportedException
      Description copied from interface: Curve
      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.
      Specified by:
      getCloneBuilder in interface Curve
      An object implementing the CurveBuilderInterface where the underlying curve is a clone of this curve.
      CloneNotSupportedException - Thrown, when this curve could not be cloned.