Uses of Class
Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.
Modifier and TypeClassDescription
classAbstract 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 on
classA forward curve derived from a given discount curve.
classA container for a forward (rate) curve.