com.r3corda.node.services.clientapi / NodeInterestRates / InterpolatingRateMap

InterpolatingRateMap

class InterpolatingRateMap

Stores a mapping between tenors and interest rates. Interpolates missing values using the provided interpolation mechanism.



Constructors

<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.

Properties

calendar val calendar: BusinessCalendar
date val date: LocalDate
factory val factory: InterpolatorFactory
size val size: Int

Number of rates excluding the interpolated ones

Functions

getRate fun getRate(tenor: Tenor): BigDecimal?

Returns the interest rate for a given Tenor, or null if the rate is not found and cannot be interpolated.