public class ZeroCurveBuilder
extends java.lang.Object
Constructor and Description |
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ZeroCurveBuilder() |
Modifier and Type | Method and Description |
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static ZeroCurve |
CreateZeroCurve(java.util.List<Period> lsPeriod,
double dblWorkoutDate,
double dblCashPayDate,
DiscountCurve dc,
QuotingParams quotingParams,
double dblZCBump)
ZeroCurve constructor from period, work-out, settle, and quoting parameters
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static ZeroCurve |
FromByteArray(byte[] ab)
Create a Zero curve instance from the byte array
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public static final ZeroCurve CreateZeroCurve(java.util.List<Period> lsPeriod, double dblWorkoutDate, double dblCashPayDate, DiscountCurve dc, QuotingParams quotingParams, double dblZCBump)
lsPeriod
- List of bond coupon periodsdblWorkoutDate
- Work-out datedblCashPayDate
- Cash-Pay Datedc
- Discount CurvequotingParams
- Quoting ParametersdblZCBump
- DC BumpThe
- new Zero Curve instancepublic static final ZeroCurve FromByteArray(byte[] ab)
ab
- Byte Array