public class DiscountCurveBuilder
extends java.lang.Object
Constructor and Description |
---|
DiscountCurveBuilder() |
Modifier and Type | Method and Description |
---|---|
static DiscountCurve |
BuildFromDF(JulianDate dtStart,
java.lang.String strCurrency,
double[] adblDate,
double[] adblDF)
Builds a Discount Curve from an array of discount factors
|
static DiscountCurve |
CreateDC(JulianDate dtStart,
java.lang.String strCurrency,
double[] adblDate,
double[] adblRate)
Creates a discount curve
|
static DiscountCurve |
CreateFromFlatRate(JulianDate dtStart,
java.lang.String strCurrency,
double dblRate)
Creates a discount curve from the flat rate
|
static DiscountCurve |
FromByteArray(byte[] ab)
Create a discount curve instance from the byte array
|
public static final DiscountCurve BuildFromDF(JulianDate dtStart, java.lang.String strCurrency, double[] adblDate, double[] adblDF)
dtStart
- Start DatestrCurrency
- CurrencyadblDate
- Array of datesadblDF
- array of discount factorspublic static final DiscountCurve CreateFromFlatRate(JulianDate dtStart, java.lang.String strCurrency, double dblRate)
dtStart
- Start DatestrCurrency
- CurrencydblRate
- Datepublic static final DiscountCurve CreateDC(JulianDate dtStart, java.lang.String strCurrency, double[] adblDate, double[] adblRate)
dtStart
- Start DatestrCurrency
- CurrencyadblDate
- array of datesadblRate
- array of ratespublic static final DiscountCurve FromByteArray(byte[] ab)
ab
- Byte Array