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

## Interface DiscountCurveInterface

• ### Method Summary

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

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

getParameter, setParameter
• ### Method Detail

• #### getDiscountFactor

double 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

double 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.