Package org.jquantlib.termstructures.yieldcurves

Examples of org.jquantlib.termstructures.yieldcurves.ImpliedTermStructure


        //===========================================ImpliedTermStructure============================

        //As the name suggests the implied termstructure holds a reference to an underlying tremstructure and gives the same calulated values
        //as the underlying termstructure.Here the FlatForward termstructure instantiated right at the top has been taken as an underlying.
        final YieldTermStructure impliedTermStructure = new ImpliedTermStructure(new RelinkableHandle<YieldTermStructure>(flatforward), today);
        //TODO as the code has to be updated for the implied term structure.

        //===========================================InterpolatedDiscountCurve=======================
        //TODO as the code has to be updated for the InterpolatedDiscountCurve
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