java.lang.Object
net.finmath.marketdata.model.curves.AbstractCurve
net.finmath.marketdata.model.curves.CurveFromProductOfCurves
- All Implemented Interfaces:
Serializable
,Cloneable
,ParameterObject
,Curve
A curve derived from other curves by multiplying the values.
- Version:
- 1.0
- Author:
- Christian Fries
- See Also:
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Constructor Summary
ConstructorDescriptionCurveFromProductOfCurves
(String name, LocalDate referenceDate, Curve... curves) Create a curve using one or more curves. -
Method Summary
Modifier and TypeMethodDescriptionReturns a curve builder bases on a clone of this curve.double[]
Get the current parameter associated with the state of the objects.double
getValue
(AnalyticModel model, double time) Returns the value for the time using the interpolation method associated with this curve within a given context, i.e., a model.void
setParameter
(double[] parameter) Set the current parameter and change the state of the objects.Methods inherited from class net.finmath.marketdata.model.curves.AbstractCurve
clone, getCloneForParameter, getName, getReferenceDate, getValue, getValues, toString
Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
Methods inherited from interface net.finmath.marketdata.model.curves.Curve
clone, getCloneForParameter, getName, getReferenceDate, getValue
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Constructor Details
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CurveFromProductOfCurves
Create a curve using one or more curves.- Parameters:
name
- The name of this curve.referenceDate
- The reference date of this curve.curves
- Argument list or array of curves.
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Method Details
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getValue
Description copied from interface:Curve
Returns the value for the time using the interpolation method associated with this curve within a given context, i.e., a model. The model (context) is needed only if the curve relies on another curve. Examples are a forward curve which relies on a discount curve or a discount curve which is defined via a spread over another curve. -
getParameter
public double[] getParameter()Description copied from interface:ParameterObject
Get the current parameter associated with the state of the objects.- Specified by:
getParameter
in interfaceParameterObject
- Returns:
- The parameter.
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setParameter
public void setParameter(double[] parameter) Description copied from interface:ParameterObject
Set the current parameter and change the state of the objects.- Specified by:
setParameter
in interfaceParameterObject
- Parameters:
parameter
- The parameter associated with the new state of the objects.
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getCloneBuilder
Description copied from interface:Curve
Returns a curve builder bases on a clone of this curve. Using that curve builder you may create a new curve from this curve by adding points or changing properties. Note: The clone has the same name than this one.- Specified by:
getCloneBuilder
in interfaceCurve
- Returns:
- An object implementing the CurveBuilderInterface where the underlying curve is a clone of this curve.
- Throws:
CloneNotSupportedException
- Thrown, when this curve could not be cloned.
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