/src/main/java/net/finmath/marketdata/model/curves/DiscountCurveInterpolation.java
return createDiscountCurveFromDiscountFactors( referenceDate, name, times, givenDiscountFactors, isParameter, interpolationMethod, extrapolationMethod, interpolationEntity) ;
return createDiscountCurveFromDiscountFactors ( name, referenceDate, times, givenDiscountFactors, isParameter, interpolationMethod, extrapolationMethod, interpolationEntity ) ;
final double[] givenDiscountFactors = new double[givenZeroRates.length]; final boolean[] isParameter = new boolean[givenZeroRates.length]; for(int timeIndex=0; timeIndex<times.length;timeIndex++) { givenDiscountFactors[timeIndex] = Math.exp(- givenZeroRates[timeIndex] * times[timeIndex]); isParameter[timeIndex] = false; } <extra_id_0> } public static DiscountCurveInterpolation createDiscountCurveFromZeroRates(final String name, final double[] times, final double[] givenZeroRates) { final double[] givenDiscountFactors = new double[givenZeroRates.length]; for(int timeIndex=0; timeIndex<times.length;timeIndex++) { givenDiscountFactors[timeIndex] = Math.exp(- givenZeroRates[timeIndex] * times[timeIndex]); }