/src/main/java/net/finmath/marketdata/model/curves/ForwardCurveInterpolation.java
super( name, extrapolationMethod, paymentOffsetCode, paymentBusinessdayCalendar, paymentDateRollConvention, interpolationMethod, referenceDate, interpolationEntity, discountCurveName) ;
super ( name, referenceDate, paymentOffsetCode, paymentBusinessdayCalendar, paymentDateRollConvention, interpolationMethod, extrapolationMethod, interpolationEntity, discountCurveName ) ;
} private InterpolationEntityForward interpolationEntityForward = InterpolationEntityForward.FORWARD; public ForwardCurveInterpolation(final String name, final LocalDate referenceDate, final String paymentOffsetCode, final BusinessdayCalendar paymentBusinessdayCalendar, final BusinessdayCalendar.DateRollConvention paymentDateRollConvention, final InterpolationMethod interpolationMethod, final ExtrapolationMethod extrapolationMethod, final InterpolationEntity interpolationEntity, final InterpolationEntityForward interpolationEntityForward, final String discountCurveName) { <extra_id_0> this.interpolationEntityForward = interpolationEntityForward; if(interpolationEntityForward == InterpolationEntityForward.DISCOUNTFACTOR) { super.addPoint(0.0, 1.0, false); } } public ForwardCurveInterpolation(final String name, final LocalDate referenceDate, final String paymentOffsetCode, final InterpolationEntityForward interpolationEntityForward, final String discountCurveName) {