Class IndexCurveFromDiscountCurve

All Implemented Interfaces:
Serializable, Cloneable, ParameterObject, Curve

public class IndexCurveFromDiscountCurve extends AbstractCurve implements Curve
An index curve there the value at time t is given by indexValue / discountCurve.getValue(t).
Christian Fries
See Also:
  • Constructor Details

    • 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 Details

    • 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.