Package com.opengamma.analytics.math.interpolation.data

Examples of com.opengamma.analytics.math.interpolation.data.Interpolator1DDataBundleBuilderFunction

76
77
78
79
80
81
82
83
    for (final CapFloor cap : caps) {
      _capPricers.add(new CapFloorPricer(cap, yieldCurves));
    }
    _interpolators = transInterpolators;
    _curveBuilder = new InterpolatedCurveBuildingFunction(knotPoints, transInterpolators);
    _dataBundleBuilder = new Interpolator1DDataBundleBuilderFunction(knotPoints, transInterpolators);

  }
View Full Code Here
TOP

Related Classes of com.opengamma.analytics.math.interpolation.data.Interpolator1DDataBundleBuilderFunction

  • com.opengamma.analytics.financial.interestrate.capletstripping.CapletStrippingJacobian
  • com.opengamma.analytics.math.interpolation.Interpolator1D
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.