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