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