Package com.opengamma.analytics.financial.model.interestrate.curve

Examples of com.opengamma.analytics.financial.model.interestrate.curve.YieldPeriodicCurve


  }

  @Override
  public YieldAndDiscountCurve generateCurve(final String name, final double[] x) {
    ArgumentChecker.isTrue(x.length == _nbPoints, "Incorrect dimension for the rates");
    return new YieldPeriodicCurve(name, _compoundingPeriodsPerYear, new InterpolatedDoublesCurve(_nodePoints, x, _interpolator, true, name));
  }
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Related Classes of com.opengamma.analytics.financial.model.interestrate.curve.YieldPeriodicCurve

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