//Calculating parRate for the dates as shown below-
final Date[] dates = { date10.clone(), date20.clone(), date30.clone(), date40.clone(), date50.clone() };
System.out.println("The par rate for the bond having coupon dates as shown above is = "+flatforward.parRate(dates, Frequency.Semiannual, false));
//Calculating zero rate
System.out.println("The zero rate for the bond having coupon date as 10 days from today = "+flatforward.zeroRate(date10.clone(), new Actual365Fixed(), Compounding.Continuous).rate());
System.out.println("//==========================================ForwardSpreadedTermStructure==================");
//As the name suggests this termstructure adds a spread to the forward rates it calculates by getting the spread rate
//from the spread rate quote
final SimpleQuote spreadRateQuote = new SimpleQuote(0.2);