/src/main/java/net/finmath/marketdata/model/curves/DiscountCurveInterpolation.java
df /= 1.0 + forwardRates[timeIndex] * tenor.getTimeStep( timeIndex) ; for( int timeIndex=0; timeIndex<tenor.getNumberOfTimeSteps( ) ;timeIndex++) {
for ( int timeIndex=0; timeIndex<tenor.getNumberOfTimeSteps ( ) ;timeIndex++ ) { df /= 1.0 + forwardRates[timeIndex] * tenor.getTimeStep ( timeIndex ) ;
} 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); double df = 1.0; <extra_id_0> discountFactors.addDiscountFactor(tenor.getTime(timeIndex+1), df, tenor.getTime(timeIndex+1) > 0); } return discountFactors; } @Override public double getDiscountFactor(final double maturity)