static DiscountCurveInterpolation |
DiscountCurveInterpolation.createDiscountCurveFromAnnualizedZeroRates(String name,
LocalDate referenceDate,
double[] times,
double[] givenAnnualizedZeroRates,
boolean[] isParameter,
CurveInterpolation.InterpolationMethod interpolationMethod,
CurveInterpolation.ExtrapolationMethod extrapolationMethod,
CurveInterpolation.InterpolationEntity interpolationEntity) |
Create a discount curve from given times and given annualized zero rates using given interpolation and extrapolation methods.
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static DiscountCurveInterpolation |
DiscountCurveInterpolation.createDiscountCurveFromAnnualizedZeroRates(String name,
LocalDate referenceDate,
double[] times,
double[] givenAnnualizedZeroRates,
CurveInterpolation.InterpolationMethod interpolationMethod,
CurveInterpolation.ExtrapolationMethod extrapolationMethod,
CurveInterpolation.InterpolationEntity interpolationEntity) |
Create a discount curve from given times and given annualized zero rates using given interpolation and extrapolation methods.
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static DiscountCurveInterpolation |
DiscountCurveInterpolation.createDiscountCurveFromDiscountFactors(String name,
double[] times,
double[] givenDiscountFactors,
boolean[] isParameter,
CurveInterpolation.InterpolationMethod interpolationMethod,
CurveInterpolation.ExtrapolationMethod extrapolationMethod,
CurveInterpolation.InterpolationEntity interpolationEntity) |
Create a discount curve from given times and given discount factors using given interpolation and extrapolation methods.
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static DiscountCurveInterpolation |
DiscountCurveInterpolation.createDiscountCurveFromDiscountFactors(String name,
double[] times,
double[] givenDiscountFactors,
CurveInterpolation.InterpolationMethod interpolationMethod,
CurveInterpolation.ExtrapolationMethod extrapolationMethod,
CurveInterpolation.InterpolationEntity interpolationEntity) |
Create a discount curve from given times and given discount factors using given interpolation and extrapolation methods.
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static DiscountCurveInterpolation |
DiscountCurveInterpolation.createDiscountCurveFromDiscountFactors(String name,
LocalDate referenceDate,
double[] times,
double[] givenDiscountFactors,
boolean[] isParameter,
CurveInterpolation.InterpolationMethod interpolationMethod,
CurveInterpolation.ExtrapolationMethod extrapolationMethod,
CurveInterpolation.InterpolationEntity interpolationEntity) |
Create a discount curve from given times and given discount factors using given interpolation and extrapolation methods.
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static DiscountCurveInterpolation |
DiscountCurveInterpolation.createDiscountCurveFromZeroRates(String name,
double[] times,
double[] givenZeroRates,
boolean[] isParameter,
CurveInterpolation.InterpolationMethod interpolationMethod,
CurveInterpolation.ExtrapolationMethod extrapolationMethod,
CurveInterpolation.InterpolationEntity interpolationEntity) |
Deprecated.
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static DiscountCurveInterpolation |
DiscountCurveInterpolation.createDiscountCurveFromZeroRates(String name,
LocalDate referenceDate,
double[] times,
double[] givenZeroRates,
boolean[] isParameter,
CurveInterpolation.InterpolationMethod interpolationMethod,
CurveInterpolation.ExtrapolationMethod extrapolationMethod,
CurveInterpolation.InterpolationEntity interpolationEntity) |
Create a discount curve from given times and given zero rates using given interpolation and extrapolation methods.
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static DiscountCurveInterpolation |
DiscountCurveInterpolation.createDiscountCurveFromZeroRates(String name,
LocalDate referenceDate,
double[] times,
double[] givenZeroRates,
CurveInterpolation.InterpolationMethod interpolationMethod,
CurveInterpolation.ExtrapolationMethod extrapolationMethod,
CurveInterpolation.InterpolationEntity interpolationEntity) |
Create a discount curve from given times and given zero rates using given interpolation and extrapolation methods.
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static DiscountCurveInterpolation |
DiscountCurveInterpolation.createDiscountCurveFromZeroRates(String name,
Date referenceDate,
double[] times,
double[] givenZeroRates,
boolean[] isParameter,
CurveInterpolation.InterpolationMethod interpolationMethod,
CurveInterpolation.ExtrapolationMethod extrapolationMethod,
CurveInterpolation.InterpolationEntity interpolationEntity) |
Create a discount curve from given times and given zero rates using given interpolation and extrapolation methods.
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static ForwardCurveInterpolation |
ForwardCurveInterpolation.createForwardCurveFromForwards(String name,
LocalDate referenceDate,
String paymentOffsetCode,
BusinessdayCalendar paymentBusinessdayCalendar,
BusinessdayCalendar.DateRollConvention paymentDateRollConvention,
CurveInterpolation.InterpolationMethod interpolationMethod,
CurveInterpolation.ExtrapolationMethod extrapolationMethod,
CurveInterpolation.InterpolationEntity interpolationEntity,
ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward,
String discountCurveName,
AnalyticModel model,
double[] times,
double[] givenForwards) |
Create a forward curve from given times and given forwards.
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static ForwardCurveInterpolation |
ForwardCurveInterpolation.createForwardCurveFromForwards(String name,
Date referenceDate,
String paymentOffsetCode,
BusinessdayCalendar paymentBusinessdayCalendar,
BusinessdayCalendar.DateRollConvention paymentDateRollConvention,
CurveInterpolation.InterpolationMethod interpolationMethod,
CurveInterpolation.ExtrapolationMethod extrapolationMethod,
CurveInterpolation.InterpolationEntity interpolationEntity,
ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward,
String discountCurveName,
AnalyticModel model,
double[] times,
double[] givenForwards) |
Create a forward curve from given times and given forwards.
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CurveBuilder |
CurveInterpolation.Builder.setInterpolationEntity(CurveInterpolation.InterpolationEntity interpolationEntity) |
Set the interpolationEntity of the curve.
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