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finmath / finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Apache License 2.0
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Missing AbstractDiscountCurve class #35

Open NiklasRodi opened 7 years ago

NiklasRodi commented 7 years ago

There should be an AbstractDiscountCurve class that e.g. implements getDiscountCurve(double) = getDiscountCurve(model, double) instead having to implement that in each subclass