/src/main/java/net/finmath/marketdata2/model/curves/DiscountCurveInterpolation.java
return createDiscountCurveFromDiscountFactors( name, times, givenDiscountFactors, isParameter, interpolationMethod, extrapolationMethod, interpolationEntity) ;
return createDiscountCurveFromDiscountFactors ( name, referenceDate, times, givenDiscountFactors, isParameter, interpolationMethod, extrapolationMethod, interpolationEntity ) ;
final double[] times, final RandomVariable[] givenZeroRates, final boolean[] isParameter, final InterpolationMethod interpolationMethod, final ExtrapolationMethod extrapolationMethod, final InterpolationEntity interpolationEntity) { final RandomVariable[] givenDiscountFactors = new RandomVariable[givenZeroRates.length]; for(int timeIndex=0; timeIndex<times.length;timeIndex++) { givenDiscountFactors[timeIndex] = givenZeroRates[timeIndex].mult(-times[timeIndex]).exp(); } <extra_id_0> } public static DiscountCurveInterpolation createDiscountCurveFromZeroRates( final String name, final Date referenceDate, final double[] times, final RandomVariable[] givenZeroRates, final boolean[] isParameter, final InterpolationMethod interpolationMethod, final ExtrapolationMethod extrapolationMethod, final InterpolationEntity interpolationEntity) { return createDiscountCurveFromZeroRates(name, referenceDate.toInstant().atZone(ZoneId.systemDefault()).toLocalDate(), times, givenZeroRates, isParameter, interpolationMethod, extrapolationMethod, interpolationEntity);