Uses of Interface
net.finmath.marketdata2.model.curves.Curve
Packages that use Curve
Package
Description
Provides classes to create a calibrated model of curves from a collection of calibration
products and corresponding target values.
Provides interface specification and implementation of a model, which is essentially
a collection of curves.
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
-
Uses of Curve in net.finmath.marketdata2.calibration
Methods in net.finmath.marketdata2.calibration that return CurveModifier and TypeMethodDescriptionParameterAggregation.getCloneForParameter(RandomVariable[] value)
Get a curve for a given name. -
Uses of Curve in net.finmath.marketdata2.model
Methods in net.finmath.marketdata2.model that return CurveModifier and TypeMethodDescriptionGet a curve by a given curve name.Methods in net.finmath.marketdata2.model that return types with arguments of type CurveModifier and TypeMethodDescriptionAnalyticModel.getCurves()
Returns an unmodifiable map of all curves.AnalyticModelFromCurvesAndVols.getCurves()
Methods in net.finmath.marketdata2.model with parameters of type CurveModifier and TypeMethodDescriptionAdd a reference to a given curve under a given name to this model.Create a new analytic model consisting of a clone of this one together with the given curves added.void
Deprecated.void
Deprecated.This class will become immutable.void
Deprecated.This class will become immutable.Method parameters in net.finmath.marketdata2.model with type arguments of type CurveModifier and TypeMethodDescriptionCreate a new analytic model consisting of a clone of this one together with the given curves added.Constructors in net.finmath.marketdata2.model with parameters of type CurveModifierConstructorDescriptionAnalyticModelFromCurvesAndVols(Curve[] curves)
Create an analytic model with the given curves.AnalyticModelFromCurvesAndVols(RandomVariableFactory randomVariableFactory, Curve[] curves)
Create an analytic model with the given curves using a given AbstractRandomVariableFactory for construction of result types.Constructor parameters in net.finmath.marketdata2.model with type arguments of type CurveModifierConstructorDescriptionAnalyticModelFromCurvesAndVols(Collection<Curve> curves)
Create an analytic model with the given curves. -
Uses of Curve in net.finmath.marketdata2.model.curves
Subinterfaces of Curve in net.finmath.marketdata2.model.curvesModifier and TypeInterfaceDescriptioninterface
The interface which is implemented by discount curves.interface
The interface which is implemented by forward curves.Classes in net.finmath.marketdata2.model.curves that implement CurveModifier and TypeClassDescriptionclass
Abstract base class for a curve.class
Abstract base class for a forward curve, extending a curve object It stores the maturity of the underlying index (paymentOffset) and the associated discount curve.class
This class represents a curveFromInterpolationPoints build from a set of points in 2D.class
A discount curve derived from a given forward curve.class
Implementation of a discount factor curve based onCurveInterpolation
.class
A forward curve derived from a given discount curve.class
A container for a forward (rate) curve.Methods in net.finmath.marketdata2.model.curves that return CurveModifier and TypeMethodDescriptionCurveBuilder.build()
Build the curve.CurveInterpolation.Builder.build()
AbstractCurve.getCloneForParameter(RandomVariable[] value)
Curve.getCloneForParameter(RandomVariable[] value)
CurveInterpolation.getCloneForParameter(RandomVariable[] parameter)