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Bug Fixes/Re-organization:

	- State Non-linear Flat Forward Discount Curve #1 (1, 2)
	- State Non-linear Flat Forward Discount Curve - Date Array (3, 4)
	- State Non-linear Flat Forward Discount Curve - Compounding Frequency (5, 6)
	- State Non-linear Flat Forward Discount Curve - Rate Array (7, 8)
	- State Non-linear Flat Forward Discount Curve - Discrete Compounding (9, 10)
	- State Non-linear Flat Forward Discount Curve - Compounding Daycount (11, 12)
	- State Non-linear Flat Forward Discount Curve - Year Fraction (13)
	- State Non-linear Flat Forward Discount Curve - Shift Manifest Measure (14, 15, 16)
	- State Non-linear Flat Forward Discount Curve - Constructor #1 (17, 18, 19)
	- State Non-linear Flat Forward Discount Curve - Constructor #2 (20, 21, 22)
	- State Non-linear Flat Forward Discount Curve - df (23, 24, 25)
	- State Non-linear Flat Forward Discount Curve #2 (26, 27, 28)
	- State Non-linear Flat Forward Discount Curve - Zero (29, 30, 31)
	- State Non-linear Flat Forward Discount Curve - Rate Estimator (32)
	- State Non-linear Flat Forward Discount Curve - Canonical Truthness (33)
	- State Non-linear Flat Forward Discount Curve - Parallel Shift Manifest Measure (34, 35, 36)
	- State Non-linear Flat Forward Discount Curve - Shift Manifest Measure (37, 38, 39)
	- State Non-linear Flat Forward Discount Curve - Custom Tweak Manifest Measure (40)
	- State Non-linear Flat Forward Discount Curve - Parallel Shift Quantification Measure (41, 42, 43)
	- State Non-linear Flat Forward Discount Curve - Custom Tweak Quantification Measure (44, 45, 46)
	- State Non-linear Flat Forward Discount Curve - Create Basis Rate Shifted (47, 48, 49)
	- State Non-linear Flat Forward Discount Curve - Latent State Quantification Metric (50)
	- State Non-linear Flat Forward Discount Curve - Jack DDF D Manifest Measure (51, 52, 53)
	- State Non-linear Flat Forward Discount Curve - Set Node Value (54, 55, 56)
	- State Non-linear Flat Forward Discount Curve - Bump Node Value (57, 58, 59)
	- State Non-linear Flat Forward Discount Curve - Set Flat Value (60)


Samples:

IdeaDRIP:
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@Lakshmik
Lakshmik committed Dec 22, 2023
1 parent 58af9db commit 2b3241f
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36 changes: 36 additions & 0 deletions ReleaseNotes/02_08_2023.txt
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Original file line number Diff line number Diff line change
@@ -0,0 +1,36 @@

Features:

Bug Fixes/Re-organization:

- State Non-linear Flat Forward Discount Curve #1 (1, 2)
- State Non-linear Flat Forward Discount Curve - Date Array (3, 4)
- State Non-linear Flat Forward Discount Curve - Compounding Frequency (5, 6)
- State Non-linear Flat Forward Discount Curve - Rate Array (7, 8)
- State Non-linear Flat Forward Discount Curve - Discrete Compounding (9, 10)
- State Non-linear Flat Forward Discount Curve - Compounding Daycount (11, 12)
- State Non-linear Flat Forward Discount Curve - Year Fraction (13)
- State Non-linear Flat Forward Discount Curve - Shift Manifest Measure (14, 15, 16)
- State Non-linear Flat Forward Discount Curve - Constructor #1 (17, 18, 19)
- State Non-linear Flat Forward Discount Curve - Constructor #2 (20, 21, 22)
- State Non-linear Flat Forward Discount Curve - df (23, 24, 25)
- State Non-linear Flat Forward Discount Curve #2 (26, 27, 28)
- State Non-linear Flat Forward Discount Curve - Zero (29, 30, 31)
- State Non-linear Flat Forward Discount Curve - Rate Estimator (32)
- State Non-linear Flat Forward Discount Curve - Canonical Truthness (33)
- State Non-linear Flat Forward Discount Curve - Parallel Shift Manifest Measure (34, 35, 36)
- State Non-linear Flat Forward Discount Curve - Shift Manifest Measure (37, 38, 39)
- State Non-linear Flat Forward Discount Curve - Custom Tweak Manifest Measure (40)
- State Non-linear Flat Forward Discount Curve - Parallel Shift Quantification Measure (41, 42, 43)
- State Non-linear Flat Forward Discount Curve - Custom Tweak Quantification Measure (44, 45, 46)
- State Non-linear Flat Forward Discount Curve - Create Basis Rate Shifted (47, 48, 49)
- State Non-linear Flat Forward Discount Curve - Latent State Quantification Metric (50)
- State Non-linear Flat Forward Discount Curve - Jack DDF D Manifest Measure (51, 52, 53)
- State Non-linear Flat Forward Discount Curve - Set Node Value (54, 55, 56)
- State Non-linear Flat Forward Discount Curve - Bump Node Value (57, 58, 59)
- State Non-linear Flat Forward Discount Curve - Set Flat Value (60)


Samples:

IdeaDRIP:
Binary file modified ScheduleSheet.xlsx
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8 changes: 4 additions & 4 deletions src/main/java/org/drip/state/csa/MultilateralFlatForwardCurve.java
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Original file line number Diff line number Diff line change
Expand Up @@ -140,13 +140,13 @@ public MultilateralFlatForwardCurve (
if (iEpochDate >= iDate)
throw new java.lang.Exception ("MultilateralFlatForwardCurve::rate => Invalid Inputs");

return discreteCompounding() ? ((1. / df (iDate)) - 1.) / yearFract (
return discreteCompounding() ? ((1. / df (iDate)) - 1.) / yearFraction (
iEpochDate,
iDate
) : org.drip.analytics.support.Helper.DF2Yield (
compoundingFrequency(),
df (iDate),
yearFract (
yearFraction (
iEpochDate,
iDate
)
Expand Down Expand Up @@ -180,13 +180,13 @@ public MultilateralFlatForwardCurve (
if (iEpochDate > iDate1 || iDate1 >= iDate2)
throw new java.lang.Exception ("MultilateralFlatForwardCurve::rate => Invalid Inputs");

return discreteCompounding() ? ((df (iDate1) / df (iDate2)) - 1.) / yearFract (
return discreteCompounding() ? ((df (iDate1) / df (iDate2)) - 1.) / yearFraction (
iDate1,
iDate2
) : org.drip.analytics.support.Helper.DF2Yield (
compoundingFrequency(),
df (iDate1) / df (iDate2),
yearFract (
yearFraction (
iDate1,
iDate2
)
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