Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Discount factor interpolation for zero rate input #1664

merged 3 commits into from Feb 28, 2018


Copy link

@jodastephen jodastephen merged commit b46d8dc into master Feb 28, 2018
@jodastephen jodastephen deleted the topic/zero-rate-interpolator-extrapolator branch February 28, 2018 17:51
jodastephen pushed a commit that referenced this pull request Mar 8, 2018
* discount factor interpolation for zero rate input

* javadoc

* Fomatting
@jodastephen jodastephen added this to the v1.8 milestone Apr 9, 2018
@jodastephen jodastephen modified the milestones: v1.8, v2.0 Jun 12, 2018
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
None yet

Successfully merging this pull request may close these issues.

Monotone Cubic interpolator for zero rates
2 participants