/// <summary> /// Creates the ISDA compliant curve. /// <para> /// The parameter metadata is not stored in the metadata of the curve. /// /// </para> /// </summary> /// <param name="yearFractions"> the year fraction values </param> /// <param name="zeroRates"> the zero rate values </param> /// <returns> the curve </returns> public InterpolatedNodalCurve curve(DoubleArray yearFractions, DoubleArray zeroRates) { CurveMetadata baseMetadata = Curves.zeroRates(name, dayCount); return(InterpolatedNodalCurve.of(baseMetadata, yearFractions, zeroRates, CurveInterpolators.PRODUCT_LINEAR, CurveExtrapolators.FLAT, CurveExtrapolators.PRODUCT_LINEAR)); }