Package | Description |
---|---|
org.drip.analytics.curve |
Modifier and Type | Method and Description |
---|---|
HyperbolicTensionForwardRate |
HyperbolicTensionForwardRate.createBasisRateShiftedCurve(double[] adblDate,
double[] adblBasis) |
HyperbolicTensionForwardRate |
HyperbolicTensionForwardRate.createParallelRateShiftedCurve(double dblShift) |
HyperbolicTensionForwardRate |
HyperbolicTensionForwardRate.createParallelShiftedCurve(double dblShift) |