finMath lib documentation
net.finmath.analytic.model.curves

## Interface DiscountCurveInterface

• All Superinterfaces:
Cloneable, CurveInterface, ParameterObjectInterface
All Known Implementing Classes:
DiscountCurve, DiscountCurveFromForwardCurve

public interface DiscountCurveInterface
extends CurveInterface
The interface which is implemented by discount curves. A discount curve is a mapping of T to df(T) where df(T) represents the present value of a cash flow or 1 in time T, with respect to a specific currency unit and collateralization.
Author:
Christian Fries
• ### Method Summary

All Methods
Modifier and Type Method and Description
RandomVariableInterface getDiscountFactor(AnalyticModelInterface model, double maturity)
Returns the discount factor for the corresponding maturity.
RandomVariableInterface getDiscountFactor(double maturity)
Returns the discount factor for the corresponding maturity.
• ### Methods inherited from interface net.finmath.analytic.model.curves.CurveInterface

clone, getCloneBuilder, getCloneForParameter, getName, getReferenceDate, getValue, getValue
• ### Methods inherited from interface net.finmath.analytic.calibration.ParameterObjectInterface

getParameter, setParameter
• ### Method Detail

• #### getDiscountFactor

RandomVariableInterface getDiscountFactor(double maturity)
Returns the discount factor for the corresponding maturity. This getter is not optimized for performance.
Parameters:
maturity - The maturity for which the discount factor is requested.
Returns:
The discount factor (i.e., price of the zero coupon bond with given maturity and notional 1.
• #### getDiscountFactor

RandomVariableInterface getDiscountFactor(AnalyticModelInterface model,
double maturity)
Returns the discount factor for the corresponding maturity. This getter is not optimized for performance.
Parameters:
model - An analytic model providing a context. Some curves do not need this (can be null).
maturity - The maturity for which the discount factor is requested.
Returns:
The discount factor (i.e., price of the zero coupon bond with given maturity and notional 1.