Пример #1
0
 // further guesses
 public double guess(YieldTermStructure c, Date d)
 {
     return c.forwardRate(d, d, c.dayCounter(), Compounding.Continuous, Frequency.Annual, true).rate();
 }
Пример #2
0
        }                                                // initial guess

        // further guesses
        public double guess(YieldTermStructure c, Date d)
        {
            return(c.forwardRate(d, d, c.dayCounter(), Compounding.Continuous, Frequency.Annual, true).rate());
        }