final RateHelper[] instruments1 = new RateHelper[bondInstruments.size()];
bondInstruments.toArray(instruments1);
final Handle[] jumps1 = new Handle[0];
final Date[] jumpDates1 = new Date[0];
final double tolerance1 = 1.0e-15;
final LogLinear interpolator = null;
final IterativeBootstrap bootstrap = null;
final YieldTermStructure bondDiscountingTermStructur =
new PiecewiseYieldCurve<Discount,LogLinear,IterativeBootstrap>(
Discount.class, LogLinear.class, IterativeBootstrap.class,