Package org.jquantlib.cashflow

Examples of org.jquantlib.cashflow.Coupon.date()

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            }
            /*@Real*/final double notional = coupon.nominal();
            // we add the notional only if it is the first one...
            if (notionals_.isEmpty()) {
                notionals_.add(coupon.nominal());
                lastPaymentDate = coupon.date();
            } else if (!Closeness.isClose(notional, notionals_.get(notionals_.size() -1 ))) {
                // ...or if it has changed.
                assert(notional < notionals_.get(notionals_.size()-1)):("increasing coupon notionals");
                notionals_.add(coupon.nominal());
                // in this case, we also add the last valid date for
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                notionals_.add(coupon.nominal());
                // in this case, we also add the last valid date for
                // the previous one...
                notionalSchedule_.add(lastPaymentDate);
                // ...and store the candidate for this one.
                lastPaymentDate = coupon.date();
            } else {
                // otherwise, we just extend the valid range of dates
                // for the current notional.
                lastPaymentDate = coupon.date();
            }
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                // ...and store the candidate for this one.
                lastPaymentDate = coupon.date();
            } else {
                // otherwise, we just extend the valid range of dates
                // for the current notional.
                lastPaymentDate = coupon.date();
            }
        }
        assert!notionals_.isEmpty(): "no coupons provided";
        notionals_.add(0.0);
        notionalSchedule_.add(lastPaymentDate);
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            }
            final double notional = coupon.nominal();
            // we add the notional only if it is the first one...
            if (notionals_.isEmpty()) {
                notionals_.add(coupon.nominal());
                lastPaymentDate = coupon.date().clone();
            } else if (!Closeness.isClose(notional, notionals_.get(notionals_.size() -1 ))) {
                // ...or if it has changed.
                QL.require(notional < notionals_.get(notionals_.size()-1), "increasing coupon notionals");
                notionals_.add(coupon.nominal());
                // in this case, we also add the last valid date for
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                notionals_.add(coupon.nominal());
                // in this case, we also add the last valid date for
                // the previous one...
                notionalSchedule_.add(lastPaymentDate);
                // ...and store the candidate for this one.
                lastPaymentDate = coupon.date().clone();
            } else {
                // otherwise, we just extend the valid range of dates
                // for the current notional.
                lastPaymentDate = coupon.date().clone();
            }
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                // ...and store the candidate for this one.
                lastPaymentDate = coupon.date().clone();
            } else {
                // otherwise, we just extend the valid range of dates
                // for the current notional.
                lastPaymentDate = coupon.date().clone();
            }
        }
        QL.require(!notionals_.isEmpty(), "no coupons provided");
        notionals_.add(0.0);
        notionalSchedule_.add(lastPaymentDate);
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