Building discount curve


#1

I have discount factors and corresponding dates. How do I build a curve in Strata?
I would like to hard-code the disc factors and dates in my class and not use any curve groups or csv files.
Thanks.


#2

You would create an instance of InterpolatedNodalCurve. The metadata can be created using Curves.discountFactors(...). To perform pricing you will then create an instance of ImmutableRatesProvider using the curves.

Hope that helps
Stephen