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finMath lib documentation

Package net.finmath.marketdata.model.curves

Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.

See: Description

Package net.finmath.marketdata.model.curves Description

Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves. Curves are mappings t → f(t), usually given by a discrete set of points and an interpolation and extrapolation methods.
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Copyright © 2016 Christian P. Fries.

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