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finmath lib is a Mathematical Finance Library in Java. It provides algorithms and methodologies related to mathematical finance.

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/*
 * (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: [email protected].
 *
 * Created on 17.02.2013
 */
package net.finmath.marketdata.model.curves;

import java.util.Calendar;

/**
 * Abstract base class for a curve. It stores the name of the curve and
 * provides some convenient way of getting values.
 *  
 * @author Christian Fries
 */
public abstract class AbstractCurve implements CurveInterface, Cloneable {

	private	final	Calendar	referenceDate;
	private final	String		name;

	public AbstractCurve(String name, Calendar referenceDate) {
		super();
		this.name = name;
		this.referenceDate = referenceDate;
	}

	/* (non-Javadoc)
	 * @see net.finmath.marketdata.model.curves.CurveInterface#getName()
	 */
	@Override
	public String getName() {
		return name;
	}

	public Calendar getReferenceDate() {
		return referenceDate;
	}

	/* (non-Javadoc)
	 * @see net.finmath.marketdata.model.curves.CurveInterface#getValue(double)
	 */
	@Override
	public double getValue(double time) {
		return getValue(null, time);
	}

	/**
	 * Return a vector of values corresponding to a given vector of times.
	 * @param times A given vector of times.
	 * @return A vector of values corresponding to the given vector of times.
	 */
	public double[] getValues(double[] times) {
		double[] values = new double[times.length];

		for(int i=0; i