Uses of Class
com.quantfinlib.pricing.ForwardCurve

Packages that use ForwardCurve

Package	Description
com.quantfinlib.pricing	Option and derivatives pricing models, implied volatility and volatility surfaces.

Uses of ForwardCurve in com.quantfinlib.pricing

Methods in com.quantfinlib.pricing that return ForwardCurve

Modifier and Type	Method	Description
ForwardCurve	ForwardCurve.addPoint(double tenorYears, double outrightForward)	Adds (or replaces) an outright forward at tenorYears > 0.