Interface of builders which allow to build curve objects by successively adding points.
The interface which is implemented by a general curve.
The interface which is implemented by discount curves.
The interface which is implemented by forward curves.
Abstract base class for a curve.
Abstract base class for a forward curve, extending a curve object It stores the maturity of the underlying index (paymentOffset) and the associated discount curve.
This class represents a curve build from a set of points in 2D.
A builder (following the builder pattern) for Curve objects.
Implementation of a discount factor curve based on
A discount curve derived from a given forward curve.
A container for a forward (rate) curve.
A forward curve derived from a given discount curve.
Possible extrapolation methods.
Possible interpolation entities.
Possible interpolation methods.
Additional choice of interpolation entities for forward curves.
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