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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. Contact: [email protected].
*
* Created on 17.02.2013
*/
package net.finmath.marketdata2.model.curves;
import java.time.LocalDate;
import net.finmath.stochastic.RandomVariable;
/**
* Abstract base class for a curve. It stores the name of the curve and
* provides some convenient way of getting values.
*
* @author Christian Fries
* @version 1.0
*/
public abstract class AbstractCurve implements Curve, Cloneable {
private final LocalDate referenceDate;
private final String name;
/**
* @param name The name of this curve.
* @param referenceDate The reference date of this curve.
*/
public AbstractCurve(final String name, final LocalDate referenceDate) {
super();
this.name = name;
this.referenceDate = referenceDate;
}
/* (non-Javadoc)
* @see net.finmath.marketdata.model.curves.CurveInterface#getName()
*/
@Override
public String getName() {
return name;
}
@Override
public LocalDate getReferenceDate() {
return referenceDate;
}
/* (non-Javadoc)
* @see net.finmath.marketdata.model.curves.CurveInterface#getValue(double)
*/
@Override
public RandomVariable getValue(final 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 RandomVariable[] getValues(final double[] times) {
final RandomVariable[] values = new RandomVariable[times.length];
for(int i=0; i