Uses of Class
net.finmath.marketdata.model.curves.CurveInterpolation
Package
Description
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
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Uses of CurveInterpolation in net.finmath.marketdata.model.curves
Modifier and TypeClassDescriptionclass
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.class
Implementation of a discount factor curve based onCurveInterpolation
.class
A forward curve derived from a given discount curve.class
A container for a forward (rate) curve.ModifierConstructorDescriptionBuilder
(CurveInterpolation curveInterpolation) Build a curve by cloning a given curve.