Module net.finmath.lib
Package net.finmath.marketdata2.model.curves

Interface CurveBuilder

All Known Implementing Classes:
CurveInterpolation.Builder
public interface CurveBuilder
Interface of builders which allow to build curve objects by successively adding points. Points cannot be added directly to a curve since curve objects are immutable (cannot be changed at a later time, i.e., after construction). Instead, a clone with an additional point is created. To efficiently create a new curve by successively adding points use this builder.
Version:
1.0
Author:
Christian Fries

  • Method Summary

    Modifier and Type
    Method
    Description
    CurveBuilder
    addPoint​(double time, RandomVariable value, boolean isParameter)
    Add a point to the curve.
    Curve
    build()
    Build the curve.

  • Method Details

    • build

      Curve build() throws CloneNotSupportedException
      Build the curve. The method returns the curve object. The builder cannot be used to build another curve. Use clone instead.
      Returns:
      The curve according to the specification.
      Throws:
      CloneNotSupportedException - Thrown if the curve could not be build (likely due to a template throwing CloneNotSupportedException.

    • addPoint

      CurveBuilder addPoint​(double time, RandomVariable value, boolean isParameter)
      Add a point to the curve.
      Parameters:
      time - The time of the corresponding point.
      value - The value of the corresponding point.
      isParameter - A boolean, specifying weather the point should be considered a free parameter (true) or not (false). Fee parameters can be used to create a clone with modified values, see CurveInterpolation.getCloneForParameter(RandomVariable[])
      Returns:
      A self reference to this curve build object.