Package | Description |
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org.drip.analytics.creator | |
org.drip.analytics.curve |
Modifier and Type | Method and Description |
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static ZeroCurve |
ZeroCurveBuilder.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
|
static ZeroCurve |
ZeroCurveBuilder.FromByteArray(byte[] ab)
Create a Zero curve instance from the byte array
|
Modifier and Type | Class and Description |
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class |
DerivedZeroRate
This class implements the zero rate curve.
|