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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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/**
* Provides interface specification and implementation of curves, e.g., interest rate
* curves like discount curves and forward curves.
*
* Curves are mappings t → f(t), usually given by a discrete set of points and an interpolation
* and extrapolation methods.
*
* @author Christian Fries
*/
package net.finmath.marketdata2.model.curves;