Skip to content

Commit

Permalink
Features:
Browse files Browse the repository at this point in the history
Bug Fixes/Re-organization:

	- State Non-linear Flat Forward Discount Curve - Set Flat Value (1, 2)
	- State Non-linear Flat Forward Curve #1 (3, 4)
	- State Non-linear Flat Forward Curve #2 (5, 6)
	- State Non-linear Flat Forward Curve - Constructor (7, 8, 9)
	- State Non-linear Flat Forward Curve - Jack D Forward D Manifest Measure (10)
	- State Non-linear Flat Forward FX Curve #1 (11, 12)
	- State Non-linear Flat Forward FX Curve - Date Array (13)
	- State Non-linear Flat Forward FX Curve #2 (14)
	- State Non-linear Flat Forward FX Curve - Spot (15)
	- State Non-linear Flat Forward FX Curve - Node Basis (16, 17, 18)
	- State Non-linear Flat Forward FX Curve - Constructor (19, 20, 21)
	- State Non-linear Flat Forward FX Curve #3 (22, 23, 24)
	- State Non-linear Flat Forward FX Curve - Zero Basis (25, 26, 27)
	- State Non-linear Flat Forward FX Curve - Implied Node Rates (28, 29, 30)
	- State Non-linear Flat Forward FX Curve - Bootstrap Basis (31, 32, 33)
	- State Non-linear Flat Forward FX Curve - Bootstrap Basis Discount (34, 35, 36)
	- State Non-linear Flat Forward FX Curve - Rate (37, 38, 39)
	- State Non-linear Flat Forward FX Curve - Jack D Forward D Manifest Measure (40)
	- State Non-linear Flat Forward FX Curve - Set Node Value (41, 42, 43)
	- State Non-linear Flat Forward FX Curve - Bump Node Value (44, 45, 46)
	- State Non-linear Flat Forward FX Curve - Set Value (47, 48, 49)
	- State Non-linear Flat Forward Govvie Curve (50, 51)
	- State Non-linear Flat Forward Govvie Curve - Date Array (52)
	- State Non-linear Flat Forward Govvie Curve - Yield Array (53)
	- State Non-linear Flat Forward Govvie Curve - Yield Fraction (54, 55, 56)
	- State Non-linear Flat Forward Govvie Curve - Constructor (57, 58, 59)
	- State Non-linear Flat Forward Govvie Curve - Yld (60)


Samples:

IdeaDRIP:
  • Loading branch information
Lakshmik committed Dec 23, 2023
1 parent 2b3241f commit 1da53fd
Show file tree
Hide file tree
Showing 6 changed files with 412 additions and 246 deletions.
37 changes: 37 additions & 0 deletions ReleaseNotes/02_09_2023.txt
Original file line number Diff line number Diff line change
@@ -0,0 +1,37 @@

Features:

Bug Fixes/Re-organization:

- State Non-linear Flat Forward Discount Curve - Set Flat Value (1, 2)
- State Non-linear Flat Forward Curve #1 (3, 4)
- State Non-linear Flat Forward Curve #2 (5, 6)
- State Non-linear Flat Forward Curve - Constructor (7, 8, 9)
- State Non-linear Flat Forward Curve - Jack D Forward D Manifest Measure (10)
- State Non-linear Flat Forward FX Curve #1 (11, 12)
- State Non-linear Flat Forward FX Curve - Date Array (13)
- State Non-linear Flat Forward FX Curve #2 (14)
- State Non-linear Flat Forward FX Curve - Spot (15)
- State Non-linear Flat Forward FX Curve - Node Basis (16, 17, 18)
- State Non-linear Flat Forward FX Curve - Constructor (19, 20, 21)
- State Non-linear Flat Forward FX Curve #3 (22, 23, 24)
- State Non-linear Flat Forward FX Curve - Zero Basis (25, 26, 27)
- State Non-linear Flat Forward FX Curve - Implied Node Rates (28, 29, 30)
- State Non-linear Flat Forward FX Curve - Bootstrap Basis (31, 32, 33)
- State Non-linear Flat Forward FX Curve - Bootstrap Basis Discount (34, 35, 36)
- State Non-linear Flat Forward FX Curve - Rate (37, 38, 39)
- State Non-linear Flat Forward FX Curve - Jack D Forward D Manifest Measure (40)
- State Non-linear Flat Forward FX Curve - Set Node Value (41, 42, 43)
- State Non-linear Flat Forward FX Curve - Bump Node Value (44, 45, 46)
- State Non-linear Flat Forward FX Curve - Set Value (47, 48, 49)
- State Non-linear Flat Forward Govvie Curve (50, 51)
- State Non-linear Flat Forward Govvie Curve - Date Array (52)
- State Non-linear Flat Forward Govvie Curve - Yield Array (53)
- State Non-linear Flat Forward Govvie Curve - Yield Fraction (54, 55, 56)
- State Non-linear Flat Forward Govvie Curve - Constructor (57, 58, 59)
- State Non-linear Flat Forward Govvie Curve - Yld (60)


Samples:

IdeaDRIP:
Binary file modified ScheduleSheet.xlsx
Binary file not shown.
Original file line number Diff line number Diff line change
Expand Up @@ -694,12 +694,14 @@ public String compoundingDayCount()
}

@Override public boolean setFlatValue (
final double dblValue)
final double value)
{
if (!org.drip.numerical.common.NumberUtil.IsValid (dblValue)) return false;
if (!NumberUtil.IsValid (value)) {
return false;
}

for (int i = 0; i < _forwardRateArray.length; ++i)
_forwardRateArray[i] = dblValue;
_forwardRateArray[i] = value;

return true;
}
Expand Down
Loading

0 comments on commit 1da53fd

Please sign in to comment.