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Discount factor interpolation for zero rate input #1664

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merged 3 commits into from Feb 28, 2018

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yukiiwashita commented Feb 28, 2018

yukiiwashita and others added some commits Feb 28, 2018

@jodastephen jodastephen merged commit b46d8dc into master Feb 28, 2018

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@jodastephen jodastephen deleted the topic/zero-rate-interpolator-extrapolator branch Feb 28, 2018

jodastephen added a commit that referenced this pull request Mar 8, 2018

Discount factor interpolation for zero rate input (#1664)
* 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

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