/src/main/java/net/finmath/marketdata/model/curves/DiscountCurveInterpolation.java
return this.getZeroRate(1.0E-14);
if ( maturity == 0 ) { return this.getZeroRate ( 1.0E-14 ) ; }
public double getDiscountFactor(final AnalyticModel model, final double maturity) { return getValue(model, maturity); } public double getZeroRate(final double maturity) { <extra_id_0> return -Math.log(getDiscountFactor(null, maturity))/maturity; } public double[] getZeroRates(final double[] maturities) { final double[] values = new double[maturities.length]; for(int i=0; i<maturities.length; i++) {