net.finmath.marketdata.model.curves

Interface CurveInterface

All Superinterfaces:

java.lang.Cloneable, ParameterObjectInterface

All Known Subinterfaces:

DiscountCurveInterface, ForwardCurveInterface

All Known Implementing Classes:

AbstractCurve, AbstractForwardCurve, Curve, CurveFromProductOfCurves, DiscountCurve, DiscountCurveFromForwardCurve, DiscountCurveFromProductOfCurves, DiscountCurveNelsonSiegelSvensson, ForwardCurve, ForwardCurveFromDiscountCurve, ForwardCurveNelsonSiegelSvensson, ForwardCurveWithFixings, IndexCurveFromDiscountCurve, PiecewiseCurve, SeasonalCurve

public interface CurveInterface
extends ParameterObjectInterface, java.lang.Cloneable

The interface which is implemented by a general curve.

Method Summary

Modifier and Type	Method and Description
java.lang.Object	clone() Create a deep copied clone.
CurveBuilderInterface	getCloneBuilder() Returns a curve builder bases on a clone of this curve.
CurveInterface	getCloneForParameter(double[] value) Create a clone with a modified parameter.
java.lang.String	getName() Get the name of the curve.
java.util.Calendar	getReferenceDate() Return the reference date of this curve, i.e.
double	getValue(AnalyticModelInterface model, double time) Returns the value for the time using the interpolation method associated with this curve within a given context, i.e., a model.
double	getValue(double time) Returns the value for the time using the interpolation method associated with this curve.

Methods inherited from interface net.finmath.marketdata.calibration.ParameterObjectInterface

getParameter, setParameter

Method Detail

getName

java.lang.String getName()

Get the name of the curve.

Returns:

The name of this curve

getReferenceDate

java.util.Calendar getReferenceDate()

Return the reference date of this curve, i.e. the date associated with t=0.

Returns:

The date identified as t=0.

getValue

double getValue(double time)

Returns the value for the time using the interpolation method associated with this curve.

Parameters:

time - Time for which the value should be returned.

Returns:

The value at the give time.

getValue

double getValue(AnalyticModelInterface model,
                double time)

Returns the value for the time using the interpolation method associated with this curve within a given context, i.e., a model. The model (context) is needed only if the curve relies on another curve. Examples are a forward curve which relies on a discount curve or a discount curve which is defined via a spread over another curve.

Parameters:

model - An analytic model providing a context.

time - Time for which the value should be returned.

Returns:

The value at the give time.

clone

java.lang.Object clone()
                throws java.lang.CloneNotSupportedException

Create a deep copied clone.

Returns:

A clone (deep copied).

Throws:

java.lang.CloneNotSupportedException - Thrown, when the curve could not be cloned.

getCloneBuilder

CurveBuilderInterface getCloneBuilder()
                               throws java.lang.CloneNotSupportedException

Returns a curve builder bases on a clone of this curve. Using that curve builder you may create a new curve from this curve by adding points or changing properties. Note: The clone has the same name than this one.

Returns:

An object implementing the CurveBuilderInterface where the underlying curve is a clone of this curve.

Throws:

java.lang.CloneNotSupportedException - Thrown, when this curve could not be cloned.

getCloneForParameter

CurveInterface getCloneForParameter(double[] value)
                             throws java.lang.CloneNotSupportedException

Description copied from interface: ParameterObjectInterface

Create a clone with a modified parameter.

Specified by:

getCloneForParameter in interface ParameterObjectInterface

Parameters:

value - The new parameter.

Returns:

A clone with an otherwise modified parameter.

Throws:

java.lang.CloneNotSupportedException - Thrown, when the curve could not be cloned.