/src/main/java/net/finmath/marketdata/model/curves/DiscountCurveNelsonSiegelSvensson.java
return getDiscountFactor( time) ;
return getDiscountFactor ( model, time ) ;
final double y2 = tau2 > 0 ? (maturity > 0.0 ? (1.0-x2)/maturity*tau2 : 1.0) : 0.0; 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) { <extra_id_0> } public double getZeroRate(final double maturity) { if(maturity == 0) { return this.getZeroRate(1.0E-14); }