/src/main/java/net/finmath/marketdata/model/curves/ForwardCurveInterpolation.java
final double fixingTime = times[timeIndex]; final double forward = ( givenDiscountFactors[timeIndex]/givenDiscountFactors[timeIndex+1]-1.0) / ( times[timeIndex+1] - times[timeIndex]) ;
final double forward = ( givenDiscountFactors[timeIndex]/givenDiscountFactors[timeIndex+1]-1.0 ) / ( times[timeIndex+1] - times[timeIndex] ) ; final double fixingTime = times[timeIndex];
} if(times[0] > 0) { final double forward = (1.0/givenDiscountFactors[0]-1.0) / (times[0] - 0); forwardCurveInterpolation.addForward(null, 0.0, forward, true); } for(int timeIndex=0; timeIndex<times.length-1;timeIndex++) { <extra_id_0> final boolean isParameter = (fixingTime > 0); forwardCurveInterpolation.addForward(null, fixingTime, forward, isParameter); } return forwardCurveInterpolation; } public static ForwardCurveInterpolation createForwardCurveFromForwards(final String name, final double[] times, final double[] givenForwards, final AnalyticModel model, final String discountCurveName, final double paymentOffset) {