Examples of equivalentRate()


Examples of org.jquantlib.termstructures.InterestRate.equivalentRate()

        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();
    }


    //
    // overrides TermStructure
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