Uses of Class
net.finmath.marketdata.model.curves.DiscountCurveNelsonSiegelSvensson
Packages that use DiscountCurveNelsonSiegelSvensson
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 DiscountCurveNelsonSiegelSvensson in net.finmath.marketdata.model.curves
Methods in net.finmath.marketdata.model.curves that return DiscountCurveNelsonSiegelSvenssonModifier and TypeMethodDescriptionDiscountCurveNelsonSiegelSvensson.clone()
DiscountCurveNelsonSiegelSvensson.getCloneForParameter(double[] value)