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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 21.05.2014
*/
package net.finmath.marketdata2.model.curves;
import net.finmath.stochastic.RandomVariable;
/**
* Interface of builders which allow to build curve objects by successively adding
* points.
*
* Points cannot be added directly to a curve since curve objects are immutable
* (cannot be changed at a later time, i.e., after construction).
* Instead, a clone with an additional point is created. To efficiently create
* a new curve by successively adding points use this builder.
*
* @author Christian Fries
* @version 1.0
*/
public interface CurveBuilder {
/**
* Build the curve. The method returns the curve object.
* The builder cannot be used to build another curve. Use clone instead.
*
* @return The curve according to the specification.
* @throws CloneNotSupportedException Thrown if the curve could not be build (likely due to a template throwing {@link CloneNotSupportedException}.
*/
Curve build() throws CloneNotSupportedException;
/**
* Add a point to the curve.
*
* @param time The time of the corresponding point.
* @param value The value of the corresponding point.
* @param isParameter A boolean, specifying weather the point should be considered a free parameter (true) or not (false). Fee parameters can be used to create a clone with modified values, see {@link CurveInterpolation#getCloneForParameter(RandomVariable[])}
* @return A self reference to this curve build object.
*/
CurveBuilder addPoint(double time, RandomVariable value, boolean isParameter);
}