monotone_convex

package
v0.0.0-...-b6a1b54 Latest Latest
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 Go to latest Published: Oct 14, 2019 License: MIT Imports: 4 Imported by: 0

Documentation

Index

Constants

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Variables

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Functions

func ForwardRateInterpolator 

func ForwardRateInterpolator(lambda float64) func(terms []m.Time, rates []m.Rate) func(Term m.Time) m.Rate

func SpotRateInterpolator 

func SpotRateInterpolator(lambda float64) func(terms []m.Time, rates []m.Rate) m.SpotRate

Types

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Source Files

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