Examples of org.jquantlib.indexes.BMAIndex.fixingCalendar()

org.jquantlib.indexes.BMAIndex.fixingCalendar()

                                            liborIndex);
        }


        final Weekday w = vars.today.weekday();
        final Date lastWednesday = (w.ordinal() >= 4) ? vars.today.sub(w.ordinal() - 4) : vars.today.add(4 - w.ordinal() - 7);
        final Date lastFixing = bmaIndex.fixingCalendar().adjust(lastWednesday);
        bmaIndex.addFixing(lastFixing, 0.03);


        vars.termStructure = new PiecewiseYieldCurve<T,I,B>(
                      classT, classI, classB,
                      vars.settlement, vars.bmaHelpers,

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            final Period tenor = new Period(bmaData[i].n, bmaData[i].units);


            final Schedule bmaSchedule = new MakeSchedule(vars.settlement,
                                                  vars.settlement.add(tenor),
                                                  new Period(vars.bmaFrequency),
                                                  bma.fixingCalendar(),
                                                  vars.bmaConvention)
                                    .backwards()
                                    .schedule();
            final Schedule liborSchedule = new MakeSchedule(vars.settlement,
                                                      vars.settlement.add(tenor),

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      Date d = calendar.adjust(swap.maturityDate(), BusinessDayConvention.Following);
      Weekday w = d.weekday();
      Date nextWednesday = w.value() >=4 ? d.add(11 - w.value()) :  d.add(4 - w.value());
      
      latestDate = clonedIndex.valueDate(clonedIndex.fixingCalendar().adjust(nextWednesday));
    }
    
    /**
     * Do not set the relinkable handle as an observer.
     * Force recalculation when needed

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