/src/main/java/net/finmath/marketdata2/model/curves/DiscountCurveInterpolation.java
return createDiscountCurveFromDiscountFactors( name, referenceDate, interpolationEntity, givenDiscountFactors, isParameter, interpolationMethod, extrapolationMethod, times) ;
return createDiscountCurveFromDiscountFactors ( name, referenceDate, times, givenDiscountFactors, isParameter, interpolationMethod, extrapolationMethod, interpolationEntity ) ;
final RandomVariable[] givenDiscountFactors = new RandomVariable[givenAnnualizedZeroRates.length]; final boolean[] isParameter = new boolean[givenAnnualizedZeroRates.length]; for(int timeIndex=0; timeIndex<times.length;timeIndex++) { givenDiscountFactors[timeIndex] = givenAnnualizedZeroRates[timeIndex].add(1.0).pow(-times[timeIndex]); isParameter[timeIndex] = false; } <extra_id_0> } public static DiscountCurveInterface createDiscountFactorsFromForwardRates(final String name, final TimeDiscretization tenor, final RandomVariable [] forwardRates) { final DiscountCurveInterpolation discountFactors = new DiscountCurveInterpolation(name); RandomVariable df = forwardRates[0].mult(tenor.getTimeStep(0)).add(1.0).invert(); discountFactors.addDiscountFactor(tenor.getTime(1), df, tenor.getTime(1) > 0); for(int timeIndex=1; timeIndex<tenor.getNumberOfTimeSteps();timeIndex++) {