Package org.jquantlib.termstructures

Examples of org.jquantlib.termstructures.Compounding


    final BusinessDayConvention accrualConvention = BusinessDayConvention.Unadjusted;
    final BusinessDayConvention paymentConvention = BusinessDayConvention.ModifiedFollowing;
    final double redemption = 100.0;

    final double yields[] = { 0.03, 0.04, 0.05, 0.06, 0.07 };
    final Compounding compounding[] = { Compounding.Compounded, Compounding.Continuous };

    for (int i = 0; i < (issueMonths).length; i++) {
      for (int j = 0; j < (lengths).length; j++) {
        for (int k = 0; k < (coupons).length; k++) {
          for (int l = 0; l < (frequencies).length; l++) {
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    final BusinessDayConvention accrualConvention = BusinessDayConvention.Unadjusted;
    final BusinessDayConvention paymentConvention = BusinessDayConvention.ModifiedFollowing;
    final double redemption = 100.0;

    final double yields[] = { 0.03, 0.04, 0.05, 0.06, 0.07 };
    final Compounding compounding[] = { Compounding.Compounded, Compounding.Continuous };

    for (int i = 0; i < (issueMonths).length; i++) {
      for (int j = 0; j < (lengths).length; j++) {
        for (int k = 0; k < (coupons).length; k++) {
          for (int l = 0; l < (frequencies).length; l++) {
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Related Classes of org.jquantlib.termstructures.Compounding

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