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net.finmath.marketdata.model.curves.CurvesClassDiagram.svg Maven / Gradle / Ivy
finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
<<Java Interface>>
Curve
net.finmath.marketdata.model.curves
getName():String
getReferenceDate():LocalDate
getValue(double):double
getValue(AnalyticModel,double):double
clone():Object
getCloneBuilder():CurveBuilder
getCloneForParameter(double[]):Curve
<<Java Class>>
CurveInterpolation
net.finmath.marketdata.model.curves
CurveInterpolation(String,LocalDate,InterpolationMethod,ExtrapolationMethod,InterpolationEntity,double[],double[])
getValue(double):double
getValue(AnalyticModel,double):double
getInterpolationMethod():InterpolationMethod
getExtrapolationMethod():ExtrapolationMethod
getInterpolationEntity():InterpolationEntity
getPoints():List<Point>
getParameter():double[]
setParameter(double[]):void
clone():CurveInterpolation
getCloneForParameter(double[]):Curve
getCloneBuilder():CurveBuilder
toString():String
<<Java Interface>>
AnalyticModel
net.finmath.marketdata.model
getCurve(String):Curve
getCurves():Map<String,Curve>
addCurve(String,Curve):AnalyticModel
addCurves(Curve[]):AnalyticModel
addCurves(Set<Curve>):AnalyticModel
getDiscountCurve(String):DiscountCurve
getForwardCurve(String):ForwardCurve
getVolatilitySurface(String):VolatilitySurface
getVolatilitySurfaces():Map<String,VolatilitySurface>
addVolatilitySurfaces(VolatilitySurface[]):AnalyticModel
addVolatilitySurfaces(Set<VolatilitySurface>):AnalyticModel
clone():AnalyticModel
getCloneForParameter(Map<ParameterObject,double[]>):AnalyticModel
<<Java Class>>
AnalyticModelFromCurvesAndVols
net.finmath.marketdata.model
AnalyticModelFromCurvesAndVols()
AnalyticModelFromCurvesAndVols(LocalDate)
AnalyticModelFromCurvesAndVols(Curve[])
AnalyticModelFromCurvesAndVols(Collection<Curve>)
AnalyticModelFromCurvesAndVols(LocalDate,Curve[])
AnalyticModelFromCurvesAndVols(LocalDate,Collection<Curve>)
AnalyticModelFromCurvesAndVols(LocalDate,Map<String,Curve>,Map<String,VolatilitySurface>)
getCurve(String):Curve
getCurves():Map<String,Curve>
addCurve(String,Curve):AnalyticModel
addCurve(Curve):AnalyticModel
addCurves(Curve[]):AnalyticModel
addCurves(Set<Curve>):AnalyticModel
getDiscountCurve(String):DiscountCurve
getForwardCurve(String):ForwardCurve
getVolatilitySurface(String):VolatilitySurface
getVolatilitySurfaces():Map<String,VolatilitySurface>
addVolatilitySurface(VolatilitySurface):AnalyticModel
addVolatilitySurfaces(VolatilitySurface[]):AnalyticModel
addVolatilitySurfaces(Set<VolatilitySurface>):AnalyticModel
clone():AnalyticModelFromCurvesAndVols
getCloneForParameter(Map<ParameterObject,double[]>):AnalyticModel
toString():String
getReferenceDate():LocalDate
<<Java Interface>>
DiscountCurve
net.finmath.marketdata.model.curves
getDiscountFactor(double):double
getDiscountFactor(AnalyticModel,double):double
<<Java Interface>>
ForwardCurve
net.finmath.marketdata.model.curves
getForward(AnalyticModel,double):double
getForward(AnalyticModel,double,double):double
getDiscountCurveName():String
getPaymentOffset(double):double
<<Java Class>>
ForwardCurveInterpolation
net.finmath.marketdata.model.curves
ForwardCurveInterpolation(String,LocalDate,String,BusinessdayCalendar,DateRollConvention,InterpolationMethod,ExtrapolationMethod,InterpolationEntity,InterpolationEntityForward,String)
ForwardCurveInterpolation(String,LocalDate,String,InterpolationEntityForward,String)
ForwardCurveInterpolation(String,LocalDate,String,String)
ForwardCurveInterpolation(String,double,InterpolationEntityForward,String)
createForwardCurveFromForwards(String,LocalDate,String,BusinessdayCalendar,DateRollConvention,InterpolationMethod,ExtrapolationMethod,InterpolationEntity,InterpolationEntityForward,String,AnalyticModel,double[],double[]):ForwardCurveInterpolation
createForwardCurveFromForwards(String,Date,String,BusinessdayCalendar,DateRollConvention,InterpolationMethod,ExtrapolationMethod,InterpolationEntity,InterpolationEntityForward,String,AnalyticModel,double[],double[]):ForwardCurveInterpolation
createForwardCurveFromForwards(String,LocalDate,String,String,String,AnalyticModel,double[],double[]):ForwardCurveInterpolation
createForwardCurveFromForwards(String,LocalDate,String,InterpolationEntityForward,String,AnalyticModel,double[],double[]):ForwardCurveInterpolation
createForwardCurveFromForwards(String,double[],double[],double):ForwardCurveInterpolation
createForwardCurveFromDiscountFactors(String,double[],double[],double):ForwardCurveInterpolation
createForwardCurveFromForwards(String,double[],double[],AnalyticModel,String,double):ForwardCurveInterpolation
getForward(AnalyticModel,double):double
getForward(AnalyticModel,double,double):double
getInterpolationEntityForward():InterpolationEntityForward
toString():String
<<Java Class>>
DiscountCurveInterpolation
net.finmath.marketdata.model.curves
createDiscountCurveFromDiscountFactors(String,LocalDate,double[],double[],boolean[],InterpolationMethod,ExtrapolationMethod,InterpolationEntity):DiscountCurveInterpolation
createDiscountCurveFromDiscountFactors(String,double[],double[],boolean[],InterpolationMethod,ExtrapolationMethod,InterpolationEntity):DiscountCurveInterpolation
createDiscountCurveFromDiscountFactors(String,double[],double[],InterpolationMethod,ExtrapolationMethod,InterpolationEntity):DiscountCurveInterpolation
createDiscountCurveFromDiscountFactors(String,double[],double[]):DiscountCurveInterpolation
createDiscountCurveFromZeroRates(String,LocalDate,double[],double[],boolean[],InterpolationMethod,ExtrapolationMethod,InterpolationEntity):DiscountCurveInterpolation
createDiscountCurveFromZeroRates(String,Date,double[],double[],boolean[],InterpolationMethod,ExtrapolationMethod,InterpolationEntity):DiscountCurveInterpolation
createDiscountCurveFromZeroRates(String,double[],double[],boolean[],InterpolationMethod,ExtrapolationMethod,InterpolationEntity):DiscountCurveInterpolation
createDiscountCurveFromZeroRates(String,LocalDate,double[],double[],InterpolationMethod,ExtrapolationMethod,InterpolationEntity):DiscountCurveInterpolation
createDiscountCurveFromZeroRates(String,double[],double[]):DiscountCurveInterpolation
createDiscountCurveFromAnnualizedZeroRates(String,LocalDate,double[],double[],boolean[],InterpolationMethod,ExtrapolationMethod,InterpolationEntity):DiscountCurveInterpolation
createDiscountCurveFromAnnualizedZeroRates(String,LocalDate,double[],double[],InterpolationMethod,ExtrapolationMethod,InterpolationEntity):DiscountCurveInterpolation
createDiscountFactorsFromForwardRates(String,TimeDiscretization,double[]):DiscountCurve
getDiscountFactor(double):double
getDiscountFactor(AnalyticModel,double):double
getZeroRate(double):double
getZeroRates(double[]):double[]
toString():String
<<Java Class>>
AbstractForwardCurve
net.finmath.marketdata.model.curves
AbstractForwardCurve(String,LocalDate,String,BusinessdayCalendar,DateRollConvention,InterpolationMethod,ExtrapolationMethod,InterpolationEntity,String)
AbstractForwardCurve(String,LocalDate,String,BusinessdayCalendar,DateRollConvention,String)
AbstractForwardCurve(String,LocalDate,double,String)
getDiscountCurveName():String
getPaymentOffset(double):double
getForwards(AnalyticModel,double[]):double[]
toString():String
getPaymentOffsetCode():String
getPaymentBusinessdayCalendar():BusinessdayCalendar
getPaymentDateRollConvention():DateRollConvention
<<Java Class>>
ForwardCurveNelsonSiegelSvensson
net.finmath.marketdata.model.curves
ForwardCurveNelsonSiegelSvensson(String,LocalDate,String,BusinessdayCalendar,DateRollConvention,DayCountConvention,double[],double,double)
ForwardCurveNelsonSiegelSvensson(String,LocalDate,String,BusinessdayCalendar,DateRollConvention,DayCountConvention,double[],double)
getForward(AnalyticModel,double):double
getForward(AnalyticModel,double,double):double
getDiscountCurveName():String
getCloneBuilder():CurveBuilder
clone():ForwardCurveNelsonSiegelSvensson
getCloneForParameter(double[]):ForwardCurveNelsonSiegelSvensson
getValue(AnalyticModel,double):double
getParameter():double[]
getForwards(AnalyticModel,double[]):double[]
setParameter(double[]):void
getPaymentOffset(double):double
<<Java Class>>
ForwardCurveWithFixings
net.finmath.marketdata.model.curves
ForwardCurveWithFixings(ForwardCurve,ForwardCurve,double,double)
getForward(AnalyticModel,double):double
getForward(AnalyticModel,double,double):double
getForwards(AnalyticModel,double[]):double[]
getDiscountCurveName():String
getPaymentOffset(double):double
getCloneForParameter(double[]):Curve
clone():ForwardCurveWithFixings
-curvesMap
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