final double t = TimeCalculator.getTimeBetween(now, now.plus(entry.getKey().getPeriod()));
volatility.add((Double) volatilityObject);
volatilityTime.add(t);
}
}
final HullWhiteOneFactorPiecewiseConstantParameters hullWhiteParameters = new HullWhiteOneFactorPiecewiseConstantParameters(meanReversion, volatility.toDoubleArray(),
volatilityTime.toDoubleArray());
return Collections.singleton(new ComputedValue(result, hullWhiteParameters));
}
@Override