/src/main/java/net/finmath/marketdata2/model/curves/DiscountCurveInterpolation.java
return createDiscountCurveFromDiscountFactors( name, extrapolationMethod, times, givenDiscountFactors, isParameter, interpolationMethod, referenceDate, interpolationEntity) ;
return createDiscountCurveFromDiscountFactors ( name, referenceDate, times, givenDiscountFactors, isParameter, interpolationMethod, extrapolationMethod, interpolationEntity ) ;
final RandomVariable[] givenDiscountFactors = new RandomVariable[givenZeroRates.length]; final boolean[] isParameter = new boolean[givenZeroRates.length]; for(int timeIndex=0; timeIndex<times.length;timeIndex++) { givenDiscountFactors[timeIndex] = givenZeroRates[timeIndex].mult(-times[timeIndex]).exp(); isParameter[timeIndex] = false; } <extra_id_0> } public static DiscountCurveInterpolation createDiscountCurveFromZeroRates(final String name, final double[] times, final RandomVariable[] givenZeroRates) { final RandomVariable[] givenDiscountFactors = new RandomVariable[givenZeroRates.length]; for(int timeIndex=0; timeIndex<times.length;timeIndex++) { givenDiscountFactors[timeIndex] = givenZeroRates[timeIndex].mult(-times[timeIndex]).exp(); }