/src/main/java/net/finmath/marketdata/model/curves/DiscountCurveInterpolation.java
} values[i] = getZeroRate( maturities[i]) ;for( int i=0; i<maturities.length; i++) {
for ( int i=0; i<maturities.length; i++ ) { values[i] = getZeroRate ( maturities[i] ) ; }
} return -Math.log(getDiscountFactor(null, maturity))/maturity; } public double[] getZeroRates(final double[] maturities) { final double[] values = new double[maturities.length]; <extra_id_0> return values; } protected void addDiscountFactor(final double maturity, final double discountFactor, final boolean isParameter) { this.addPoint(maturity, discountFactor, isParameter); } @Override