monotone_convex

package

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

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

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

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