/src/main/java/net/finmath/marketdata/model/curves/ForwardCurveInterpolation.java
super.addPoint( interpolationEntityForwardValue, isParameter) ;
super.addPoint ( interpolationEntitiyTime, interpolationEntityForwardValue, isParameter ) ;
final double paymentOffset = getPaymentOffset(fixingTime); interpolationEntitiyTime = fixingTime+paymentOffset; interpolationEntityForwardValue = getValue(fixingTime) / (1.0 + forward * paymentOffset); break; } } <extra_id_0> } @Override protected void addPoint(double time, final double value, final boolean isParameter) { if(interpolationEntityForward == InterpolationEntityForward.DISCOUNTFACTOR) { time += getPaymentOffset(time); }