Uses of Class
net.finmath.marketdata2.model.curves.CurveInterpolation

Packages that use CurveInterpolation

Package	Description
net.finmath.marketdata2.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.

Uses of CurveInterpolation in net.finmath.marketdata2.model.curves

Subclasses of CurveInterpolation in net.finmath.marketdata2.model.curves

Modifier and Type	Class	Description
class	AbstractForwardCurve	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	DiscountCurveInterpolation	Implementation of a discount factor curve based on CurveInterpolation.
class	ForwardCurveFromDiscountCurve	A forward curve derived from a given discount curve.
class	ForwardCurveInterpolation	A container for a forward (rate) curve.

Methods in net.finmath.marketdata2.model.curves that return CurveInterpolation

Modifier and Type	Method	Description
CurveInterpolation	CurveInterpolation.clone()

Constructors in net.finmath.marketdata2.model.curves with parameters of type CurveInterpolation

Modifier	Constructor	Description
	Builder(CurveInterpolation curveInterpolation)	Build a curveFromInterpolationPoints by cloning a given curveFromInterpolationPoints.