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    • net.finmath.marketdata.model.curves.CurvesClassDiagram.svg Maven / Gradle / Ivy

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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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<<Java Class>>

ForwardCurveFromDiscountCurve
net.finmath.marketdata.model.curves





ForwardCurveFromDiscountCurve(String,double)

getForward(AnalyticModelInterface,double):double

getDiscountCurveName():String

getPaymentOffset():double

getValue(double):double

getValue(AnalyticModelInterface,double):double

getParameter():double[]

setParameter(double[]):void


<<Java Class>>

DiscountCurve
net.finmath.marketdata.model.curves





createDiscountCurveFromDiscountFactors(String,double[],double[]):DiscountCurve


createDiscountFactorsFromForwardRates(String,TimeDiscretizationInterface,double[]):DiscountCurveInterface


getDiscountFactor(double):double

getDiscountFactor(AnalyticModelInterface,double):double

getZeroRate(double):double

getZeroRates(double[]):double[]

toString():String

getParameter():double[]

setParameter(double[]):void


<<Java Class>>

Curve
net.finmath.marketdata.model.curves





Curve(String,InterpolationMethod,ExtrapolationMethod,InterpolationEntity)

getValue(double):double

getValue(AnalyticModelInterface,double):double

addPoint(double,double):void

getParameter():double[]

setParameter(double[]):void

toString():String

getCloneForParameter(double[]):CurveInterface


<<Java Class>>

ForwardCurve
net.finmath.marketdata.model.curves





ForwardCurve(String,String,double)

ForwardCurve(String,InterpolationEntityForward,String,double)

createForwardCurveFromForwards(String,double[],double[],double):ForwardCurve


createForwardCurveFromForwards(String,double[],double[],AnalyticModelInterface,String,double):ForwardCurve


getForward(AnalyticModelInterface,double):double

getDiscountCurveName():String

getPaymentOffset():double


<<Java Interface>>

DiscountCurveInterface
net.finmath.marketdata.model.curves





getDiscountFactor(double):double

getDiscountFactor(AnalyticModelInterface,double):double


<<Java Interface>>

ForwardCurveInterface
net.finmath.marketdata.model.curves





getForward(AnalyticModelInterface,double):double

getDiscountCurveName():String

getPaymentOffset():double


<<Java Class>>

AnalyticModel
net.finmath.marketdata.model





AnalyticModel()

AnalyticModel(CurveInterface[])

AnalyticModel(Collection<CurveInterface>)

getCurve(String):CurveInterface

setCurve(CurveInterface):void

setCurves(CurveInterface[]):void

getDiscountCurve(String):DiscountCurveInterface

getForwardCurve(String):ForwardCurveInterface

getCloneForParameter(Map<CurveInterface,double[]>):AnalyticModelInterface


<<Java Interface>>

CurveInterface
net.finmath.marketdata.model.curves





getName():String

getValue(double):double

getValue(AnalyticModelInterface,double):double

getCloneForParameter(double[]):CurveInterface


<<Java Interface>>

AnalyticModelInterface
net.finmath.marketdata.model





getCurve(String):CurveInterface

setCurve(CurveInterface):void

getDiscountCurve(String):DiscountCurveInterface

getForwardCurve(String):ForwardCurveInterface

getCloneForParameter(Map<CurveInterface,double[]>):AnalyticModelInterface


<<Java Class>>



AbstractCurve
net.finmath.marketdata.model.curves









AbstractCurve(String)

getName():String

getValue(double):double

getValues(double[]):double[]

toString():String

getCloneForParameter(double[]):CurveInterface







































-curvesMap
0..*




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