| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.interpolation |
| Modifier and Type | Field and Description |
|---|---|
static SmithWilsonCurveFunction |
SmithWilsonCurveFunction.DEFAULT
Default implementation with UFR = 4.2%
|
| Modifier and Type | Method and Description |
|---|---|
static SmithWilsonCurveFunction |
SmithWilsonCurveFunction.of(double ufr)
Creates an instance with UFR.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.