/src/main/java/net/finmath/marketdata/model/curves/ForwardCurveNelsonSiegelSvensson.java
private double periodOffset = 0.0; private final DayCountConvention daycountConvention;
private final DayCountConvention daycountConvention; private double periodOffset = 0.0;
import net.finmath.time.daycount.DayCountConvention; public class ForwardCurveNelsonSiegelSvensson extends AbstractCurve implements Serializable, ForwardCurve { private static final long serialVersionUID = 8024640795839972709L; private final String paymentOffsetCode; private final BusinessdayCalendar paymentBusinessdayCalendar; private final BusinessdayCalendar.DateRollConvention paymentDateRollConvention; <extra_id_0> private final DiscountCurveNelsonSiegelSvensson discountCurve; public ForwardCurveNelsonSiegelSvensson(final String name, final LocalDate referenceDate, final String paymentOffsetCode, final BusinessdayCalendar paymentBusinessdayCalendar, final BusinessdayCalendar.DateRollConvention paymentDateRollConvention, final DayCountConvention daycountConvention, final double[] parameter, final double timeScaling, final double periodOffset) { super(name, referenceDate); this.paymentOffsetCode = paymentOffsetCode; this.paymentBusinessdayCalendar = paymentBusinessdayCalendar; this.paymentDateRollConvention = paymentDateRollConvention;