| Package | Description |
|---|---|
| org.drip.state.curve |
| Modifier and Type | Method and Description |
|---|---|
static DerivedZeroRate |
DerivedZeroRate.FromBaseCurve(int iFreq,
java.lang.String strDayCount,
java.lang.String strCalendar,
boolean bApplyEOMAdj,
java.util.List<CompositePeriod> lsCouponPeriod,
int iWorkoutDate,
int iValueDate,
int iCashPayDate,
DiscountCurve dc,
double dblBump,
ValuationCustomizationParams vcp,
SegmentCustomBuilderControl scbc)
Construct an Instance from the Input Curve and the related Parameters
|
static DerivedZeroRate |
DerivedZeroRate.FromDiscountCurve(int iFreqZC,
java.lang.String strDCZC,
java.lang.String strCalendarZC,
boolean bApplyEOMAdjZC,
java.util.List<CompositePeriod> lsCouponPeriod,
int iWorkoutDate,
int iValueDate,
int iCashPayDate,
DiscountCurve dc,
double dblZCBump,
ValuationCustomizationParams vcp,
SegmentCustomBuilderControl scbc)
Construct an Instance from the Discount Curve and the related Parameters
|
static DerivedZeroRate |
DerivedZeroRate.FromGovvieCurve(int iFreqZC,
java.lang.String strDCZC,
java.lang.String strCalendarZC,
boolean bApplyEOMAdjZC,
java.util.List<CompositePeriod> lsCouponPeriod,
int iWorkoutDate,
int iValueDate,
int iCashPayDate,
GovvieCurve gc,
double dblZCBump,
ValuationCustomizationParams vcp,
SegmentCustomBuilderControl scbc)
Construct an Instance from the Govvie Curve and the related Parameters
|