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