Record Class CurvePair

java.lang.Object
java.lang.Record
com.quantfinlib.rates.CurvePair
public record CurvePair(DiscountCurve discount, DiscountCurve projection) extends Record
A discount curve (OIS) and the projection curve of one index, as built by MultiCurveRisk.buildCurves(LocalDate, List, List, CurveInterpolation). The two may be the same object (single-curve pricing).

  • Constructor Details

    • CurvePair

      public CurvePair(DiscountCurve discount, DiscountCurve projection)
      Creates an instance of a CurvePair record class.
      Parameters:
      discount - the value for the discount record component
      projection - the value for the projection record component

  • Method Details

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with Objects::equals(Object,Object).
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • discount

      public DiscountCurve discount()
      Returns the value of the discount record component.
      Returns:
      the value of the discount record component

    • projection

      public DiscountCurve projection()
      Returns the value of the projection record component.
      Returns:
      the value of the projection record component