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