/src/main/java/net/finmath/marketdata/model/curves/DiscountCurveInterpolation.java
return createDiscountCurveFromDiscountFactors( name, referenceDate, interpolationEntity, givenDiscountFactors, isParameter, interpolationMethod, extrapolationMethod, times) ;
return createDiscountCurveFromDiscountFactors ( name, referenceDate, times, givenDiscountFactors, isParameter, interpolationMethod, extrapolationMethod, interpolationEntity ) ;
final double[] times, final double[] givenAnnualizedZeroRates, final boolean[] isParameter, final InterpolationMethod interpolationMethod, final ExtrapolationMethod extrapolationMethod, final InterpolationEntity interpolationEntity) { final double[] givenDiscountFactors = new double[givenAnnualizedZeroRates.length]; for(int timeIndex=0; timeIndex<times.length;timeIndex++) { givenDiscountFactors[timeIndex] = Math.pow(1.0 + givenAnnualizedZeroRates[timeIndex], -times[timeIndex]); } <extra_id_0> } public static DiscountCurveInterpolation createDiscountCurveFromAnnualizedZeroRates( final String name, final LocalDate referenceDate, final double[] times, final double[] givenAnnualizedZeroRates, final InterpolationMethod interpolationMethod, final ExtrapolationMethod extrapolationMethod, final InterpolationEntity interpolationEntity) { final double[] givenDiscountFactors = new double[givenAnnualizedZeroRates.length];