class InterpolatingRateMap
Stores a mapping between tenors and interest rates. Interpolates missing values using the provided interpolation mechanism.
<init> |
InterpolatingRateMap(date: LocalDate, inputRates: Map<Tenor, BigDecimal>, calendar: BusinessCalendar, factory: InterpolatorFactory) Stores a mapping between tenors and interest rates. Interpolates missing values using the provided interpolation mechanism. |
calendar |
val calendar: BusinessCalendar |
date |
val date: LocalDate |
factory |
val factory: InterpolatorFactory |
inputRates |
val inputRates: Map<Tenor, BigDecimal> |
size |
val size: Int Number of rates excluding the interpolated ones |
getRate |
fun getRate(tenor: Tenor): BigDecimal? Returns the interest rate for a given Tenor,
or |