Package com.opengamma.analytics.financial.interestrate

Examples of com.opengamma.analytics.financial.interestrate.PeriodicInterestRate.toPeriodic()


    if (compoundingPeriodsPerYear == _compoundingPeriodsPerYear) {
      _curve.getYValue(t);
    }
    final InterestRate rc = new PeriodicInterestRate(_curve.getYValue(t), _compoundingPeriodsPerYear);
    // Implementation note: rate in the composition of the storage.
    final InterestRate rq = rc.toPeriodic(compoundingPeriodsPerYear);
    return rq.getRate();
  }

  @Override
  public double[] getInterestRateParameterSensitivity(final double t) {
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