Class IndexCurveFromDiscountCurve

    • Constructor Detail

      • IndexCurveFromDiscountCurve

        public IndexCurveFromDiscountCurve​(String name,
                                           double indexValue,
                                           DiscountCurve discountCurve)
        name - The name of this curve.
        indexValue - The index value at the discount curve's t=0, i.e., the reference date of the discount curve.
        discountCurve - The discont curve.
    • Method Detail

      • 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.
      • 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.
      • 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.