See: Description
Interface  Description 

CurveBuilderInterface 
Interface of builders which allow to build curve objects by successively adding
points.

CurveInterface 
The interface which is implemented by a general curve.

DiscountCurveInterface 
The interface which is implemented by discount curves.

ForwardCurveInterface 
The interface which is implemented by forward curves.

Class  Description 

AbstractCurve 
Abstract base class for a curve.

AbstractForwardCurve 
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.

Curve 
This class represents a curve build from a set of points in 2D.

Curve.CurveBuilder 
A builder (following the builder pattern) for Curve objects.

CurveFactory 
A collection of convenient methods constructing some more specialized curves.

CurveFromProductOfCurves 
A curve derived from other curves by multiplying the values.

DiscountCurve 
Implementation of a discount factor curve based on
Curve . 
DiscountCurveFromForwardCurve 
A discount curve derived from a given forward curve.

DiscountCurveFromProductOfCurves 
A discount curve derived from other discount curves
by multiplying the discount factors.

DiscountCurveNelsonSiegelSvensson 
Implementation of a discount factor curve given by a NelsonSiegelSvensson (NSS) parameterization.

DiscountCurveRenormalized 
A discount curve \( t \mapsto df(t) \) with property \( df(t_{0}) = 1 \) for a given
\( t_{0} \) derived from a base discount curve by a constant skaling.

ForwardCurve 
A container for a forward (rate) curve.

ForwardCurveFromDiscountCurve 
A forward curve derived from a given discount curve.

ForwardCurveNelsonSiegelSvensson 
Implementation of a forward given by a NelsonSiegelSvensson (NSS) parameterization.

ForwardCurveWithFixings  
IndexCurveFromDiscountCurve 
An index curve there the value at time t is given by indexValue / discountCurve.getValue(t).

PiecewiseCurve 
A piecewise curve.

PiecewiseCurve.CurveBuilder 
A builder (following the builder pattern) for PiecewiseCurve objects.

SeasonalCurve 
The curve returns a value depending on the month of the time argument, that is,
a call
getValue(model, time) will map time to a 30/360 value using
the day and month only and delegate the call to a given base curve. 
SeasonalCurve.CurveBuilder 
A builder (following the builder pattern) for SeasonalCurve objects.

Enum  Description 

Curve.ExtrapolationMethod 
Possible extrapolation methods.

Curve.InterpolationEntity 
Possible interpolation entities.

Curve.InterpolationMethod 
Possible interpolation methods.

ForwardCurve.InterpolationEntityForward 
Additional choice of interpolation entities for forward curves.

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