Package org.jquantlib.indexes

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


     
      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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