Examples of InterestRate

    //


    @Override
    protected double zeroYieldImpl(final double t) {
        //org.comment: to be fixed: user-defined daycounter should be used
        final InterestRate zeroRate = originalCurve.currentLink().
        zeroRate(t, comp, freq, true);
        final InterestRate spreadedRate =
            new InterestRate(zeroRate.rate() + spread.currentLink().value(),
                    zeroRate.dayCounter(),
                    zeroRate.compounding(),
                    zeroRate.frequency());
        return spreadedRate.equivalentRate(t, Compounding.Continuous, Frequency.NoFrequency).rate();
    }

Examples of org.jquantlib.termstructures.InterestRate

    //
    // private methods
    //


    private void updateRate() {
        rate = new InterestRate(forward.currentLink().value(), this.dayCounter(), this.compounding, this.frequency);
    }

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