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(int iFreqZC,
java.lang.String strDCZC,
java.lang.String strCalendarZC,
boolean bApplyEOMAdjZC,
java.util.List<CouponPeriod> lsCouponPeriod,
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(int iFreqZC, java.lang.String strDCZC, java.lang.String strCalendarZC, boolean bApplyEOMAdjZC, java.util.List<CouponPeriod> lsCouponPeriod, double dblWorkoutDate, double dblCashPayDate, DiscountCurve dc, QuotingParams quotingParams, double dblZCBump)
iFreqZC
- Zero Curve FrequencystrDCZC
- Zero Curve Day CountstrCalendarZC
- Zero Curve CalendarbApplyEOMAdjZC
- Zero Coupon EOM Adjustment FlaglsCouponPeriod
- 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