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.
A collection of convenient methods constructing some more specialized curves.
A curve derived from other curves by multiplying the values.
Implementation of a discount factor curve based on
A discount curve derived from a given forward curve.
A discount curve derived from other discount curves by multiplying the discount factors.
Implementation of a discount factor curve given by a Nelson-Siegel-Svensson (NSS) parameterization.
A container for a forward (rate) curve.
A forward curve derived from a given discount curve.
Implementation of a forward given by a Nelson-Siegel-Svensson (NSS) parameterization.
An index curve there the value at time t is given by indexValue / discountCurve.getValue(t).
A piecewise curve.
A builder (following the builder pattern) for PiecewiseCurve objects.
The curve returns a value depending on the month of the time argument, that is, a call
A builder (following the builder pattern) for SeasonalCurve objects.
Possible extrapolation methods.
Possible interpolation entities.
Possible interpolation methods.
Additional choice of interpolation entities for forward curves.
Copyright © 2017. All rights reserved.