Uses of Class
net.finmath.marketdata2.model.curves.AbstractCurve
Packages that use AbstractCurve
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 AbstractCurve in net.finmath.marketdata2.model.curves
Subclasses of AbstractCurve in net.finmath.marketdata2.model.curvesModifier and TypeClassDescriptionclassAbstract base class for a forward curve, extending a curve object It stores the maturity of the underlying index (paymentOffset) and the associated discount curve.classThis class represents a curveFromInterpolationPoints build from a set of points in 2D.classA discount curve derived from a given forward curve.classImplementation of a discount factor curve based onCurveInterpolation.classA forward curve derived from a given discount curve.classA container for a forward (rate) curve.Methods in net.finmath.marketdata2.model.curves that return AbstractCurve