Module net.finmath.lib
Package net.finmath.marketdata2.model.curves
package net.finmath.marketdata2.model.curves
Provides interface specification and implementation of curves, e.g., interest rate
curves like discount curves and forward curves.
Curves are mappings t → f(t), usually given by a discrete set of points and an interpolation
and extrapolation methods.
 Author:
 Christian Fries

InterfaceDescriptionThe interface which is implemented by a general curve.Interface of builders which allow to build curve objects by successively adding points.The interface which is implemented by discount curves.The interface which is implemented by forward curves.

ClassDescriptionAbstract base class for a curve.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.This class represents a curveFromInterpolationPoints build from a set of points in 2D.A builder (following the builder pattern) for CurveFromInterpolationPoints objects.A discount curve derived from a given forward curve.Implementation of a discount factor curve based on
CurveInterpolation
.A forward curve derived from a given discount curve.A container for a forward (rate) curve. 
EnumDescriptionPossible extrapolation methods.Possible interpolation entities.Possible interpolation methods.Additional choice of interpolation entities for forward curves.