Examples of CouponIborGearingDefinition


Examples of com.opengamma.analytics.financial.instrument.payment.CouponIborGearingDefinition

    // Already fixed coupons
    if (getPayments()[0] instanceof CouponFixedDefinition) { // CouponFixedDefinition
      fixedCpn.add(((CouponFixedDefinition) getNthPayment(0)).getRate());
    } else { // CouponIborDefinition
      if (isFixed[0]) {
        final CouponIborGearingDefinition cpnIbor = (CouponIborGearingDefinition) getPayments()[0];
        fixedCpn.add(indexFixingTS.getValue(cpnIbor.getFixingDate()) * cpnIbor.getFactor() + cpnIbor.getSpread());
      }
    }
    for (int loopcpn = 1; loopcpn < getNumberOfPayments(); loopcpn++) {
      if (isFixed[loopcpn]) {
        final CouponIborRatchetDefinition cpnRatchet = (CouponIborRatchetDefinition) getPayments()[loopcpn];
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Examples of com.opengamma.analytics.financial.instrument.payment.CouponIborGearingDefinition

    // Already fixed coupons
    if (getPayments()[0] instanceof CouponFixedDefinition) { // CouponFixedDefinition
      fixedCpn.add(((CouponFixedDefinition) getNthPayment(0)).getRate());
    } else { // CouponIborDefinition
      if (isFixed[0]) {
        final CouponIborGearingDefinition cpnIbor = (CouponIborGearingDefinition) getPayments()[0];
        fixedCpn.add(indexFixingTS.getValue(cpnIbor.getFixingDate()) * cpnIbor.getFactor() + cpnIbor.getSpread());
      }
    }
    for (int loopcpn = 1; loopcpn < getNumberOfPayments(); loopcpn++) {
      if (isFixed[loopcpn]) {
        final CouponIborRatchetDefinition cpnRatchet = (CouponIborRatchetDefinition) getPayments()[loopcpn];
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