finMath lib documentation
net.finmath.marketdata2.model.curves

## Interface ForwardCurveInterface

• ### Method Summary

All Methods
Modifier and Type Method and Description
String getDiscountCurveName()
RandomVariable getForward(AnalyticModel model, double fixingTime)
Returns the forward for the corresponding fixing time.
RandomVariable getForward(AnalyticModel model, double fixingTime, double paymentOffset)
Returns the forward for the corresponding fixing time and paymentOffset.
double getPaymentOffset(double fixingTime)
Returns the payment offset associated with this forward curve and a corresponding fixingTime.
• ### Methods inherited from interface net.finmath.marketdata2.model.curves.Curve

clone, getCloneBuilder, getCloneForParameter, getName, getReferenceDate, getValue, getValue
• ### Methods inherited from interface net.finmath.marketdata2.calibration.ParameterObject

getParameter, setParameter
• ### Method Detail

• #### getForward

RandomVariable getForward(AnalyticModel model,
double fixingTime)
Returns the forward for the corresponding fixing time.
Parameters:
model - An analytic model providing a context. Some curves do not need this (can be null).
fixingTime - The fixing time of the index associated with this forward curve.
Returns:
The forward.
• #### getForward

RandomVariable getForward(AnalyticModel model,
double fixingTime,
double paymentOffset)
Returns the forward for the corresponding fixing time and paymentOffset.
Parameters:
model - An analytic model providing a context. Some curves do not need this (can be null).
fixingTime - The fixing time of the index associated with this forward curve.
paymentOffset - The payment offset (as internal day count fraction) specifying the payment of this index. Used only as a fallback and/or consistency check.
Returns:
The forward.
• #### getDiscountCurveName

String getDiscountCurveName()
Returns:
The name of the discount curve associated with this forward curve (e.g. OIS for collateralized forwards)
• #### getPaymentOffset

double getPaymentOffset(double fixingTime)
Returns the payment offset associated with this forward curve and a corresponding fixingTime.
Parameters:
fixingTime - The fixing time of the index associated with this forward curve.
Returns:
The payment offset associated with this forward curve.