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Commit 0ab8b66

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author
Alen John
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Extract class -Set 2
1 parent 9535176 commit 0ab8b66

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-6
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2 files changed

+20
-6
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src/main/java/net/finmath/marketdata/calibration/CalibratedCurves.java

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@@ -756,13 +756,9 @@ else if(ForwardCurve.class.isInstance(calibrationCurveOld)) {
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* @return The discount factor curve associated with the given name.
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*/
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private DiscountCurve createDiscountCurve(final String discountCurveName) {
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DiscountCurve discountCurve = model.getDiscountCurve(discountCurveName);
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if(discountCurve == null) {
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discountCurve = DiscountCurveInterpolation.createDiscountCurveFromDiscountFactors(discountCurveName, new double[] { 0.0 }, new double[] { 1.0 });
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model = model.addCurves(discountCurve);
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}
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DiscountedAnalyticCurves discountedAnalyticCurves = new DiscountedAnalyticCurves();
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return discountCurve;
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return discountedAnalyticCurves.createDiscountCurve(discountCurveName, model);
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}
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/**
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package net.finmath.marketdata.calibration;
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import net.finmath.marketdata.model.AnalyticModel;
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import net.finmath.marketdata.model.curves.DiscountCurve;
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import net.finmath.marketdata.model.curves.DiscountCurveInterpolation;
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public class DiscountedAnalyticCurves {
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public DiscountCurve createDiscountCurve(final String discountCurveName, AnalyticModel model) {
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DiscountCurve discountCurve = model.getDiscountCurve(discountCurveName);
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if(discountCurve == null) {
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discountCurve = DiscountCurveInterpolation.createDiscountCurveFromDiscountFactors(discountCurveName, new double[] { 0.0 }, new double[] { 1.0 });
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model = model.addCurves(discountCurve);
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}
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return discountCurve;
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}
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}

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