- discountFactor
Gets the discount factor for the specified date. The discount factor represents
the time value of mo
- discountFactorWithSpread
Gets the discount factor for the specified date with z-spread. The discount
factor represents the ti
- getCurrency
Gets the currency. The currency that discount factors are provided for.
- getValuationDate
- of
Obtains an instance from a curve. The curve is specified by an instance of
Curve, such as Interpolat
- parameterSensitivity
Calculates the parameter sensitivity from the point sensitivity. This is used to
convert a single po
- relativeYearFraction
Calculates the relative time between the valuation date and the specified date.
The double value re
- zeroRate
Gets the continuously compounded zero rate for the specified date. The
continuously compounded zero
- zeroRatePointSensitivity
Calculates the zero rate point sensitivity at the specified date specifying the
currency of the sens
- zeroRatePointSensitivityWithSpread
Calculates the zero rate point sensitivity with z-spread at the specified date
specifying the curren
- createParameterSensitivity
Creates the parameter sensitivity when the sensitivity values are known. In most
cases, #parameterSe
- discountFactorTimeDerivative
Returns the discount factor derivative with respect to the year fraction or
time. The year fraction