Uses of Package
net.finmath.marketdata2.model.curves

Packages that use net.finmath.marketdata2.model.curves

Package	Description
net.finmath.marketdata2.calibration	Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
net.finmath.marketdata2.model	Provides interface specification and implementation of a model, which is essentially a collection of curves.
net.finmath.marketdata2.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.
net.finmath.marketdata2.products	Provides interface specification and implementation of products, e.g., calibration products.

Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.calibration

Class	Description
Curve	The interface which is implemented by a general curve.

Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.model

Class	Description
Curve	The interface which is implemented by a general curve.
DiscountCurveInterface	The interface which is implemented by discount curves.
ForwardCurveInterface	The interface which is implemented by forward curves.

Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.model.curves

Class	Description
AbstractCurve	Abstract base class for a curve.
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.
Curve	The interface which is implemented by a general curve.
CurveBuilder	Interface of builders which allow to build curve objects by successively adding points.
CurveInterpolation	This class represents a curveFromInterpolationPoints build from a set of points in 2D.
CurveInterpolation.ExtrapolationMethod	Possible extrapolation methods.
CurveInterpolation.InterpolationEntity	Possible interpolation entities.
CurveInterpolation.InterpolationMethod	Possible interpolation methods.
DiscountCurveInterface	The interface which is implemented by discount curves.
DiscountCurveInterpolation	Implementation of a discount factor curve based on CurveInterpolation.
ForwardCurveInterface	The interface which is implemented by forward curves.
ForwardCurveInterpolation	A container for a forward (rate) curve.
ForwardCurveInterpolation.InterpolationEntityForward	Additional choice of interpolation entities for forward curves.

Classes in net.finmath.marketdata2.model.curves used by net.finmath.marketdata2.products

Class	Description
DiscountCurveInterface	The interface which is implemented by discount curves.
ForwardCurveInterface	The interface which is implemented by forward curves.