/src/main/java/net/finmath/marketdata/model/curves/DiscountCurveNelsonSiegelSvensson.java
final double y2 = 1.0)
final double y2 = tau2 > 0 ? ( maturity > 0.0 ? ( 1.0-x2 ) /maturity*tau2 : 1.0 ) : 0.0;
final double beta4 = parameter[3]; final double tau1 = parameter[4]; final double tau2 = parameter[5]; final double x1 = tau1 > 0 ? Math.exp(-maturity/tau1) : 0.0; final double x2 = tau2 > 0 ? Math.exp(-maturity/tau2) : 0.0; final double y1 = tau1 > 0 ? (maturity > 0.0 ? (1.0-x1)/maturity*tau1 : 1.0) : 0.0; <extra_id_0> final double zeroRate = beta1 + beta2 * y1 + beta3 * (y1-x1) + beta4 * (y2-x2); return Math.exp(- zeroRate * maturity); } @Override public double getValue(final AnalyticModel model, final double time) { return getDiscountFactor(model, time);