InterpolatingRateMap

class InterpolatingRateMap

Stores a mapping between tenors and interest rates. Interpolates missing values using the provided interpolation mechanism.

InterpolatingRateMap(date: LocalDate, inputRates: Map<Tenor, BigDecimal>, calendar: BusinessCalendar, factory: InterpolatorFactory)

Stores a mapping between tenors and interest rates. Interpolates missing values using the provided interpolation mechanism.

calendar	`val calendar: BusinessCalendar`
date	`val date: LocalDate`
factory	`val factory: InterpolatorFactory`
inputRates	`val inputRates: Map<Tenor, BigDecimal>`
size	`val size: Int` Number of rates excluding the interpolated ones

fun getRate(tenor: Tenor): BigDecimal?

Returns the interest rate for a given Tenor, or null if the rate is not found and cannot be interpolated.