Package org.jquantlib.indexes

Examples of org.jquantlib.indexes.IborIndex.fixingDays()


            final IborIndex euribor6m = new Euribor(new Period(6, TimeUnit.Months), new Handle<YieldTermStructure>());
            for (int i=0; i<deposits; i++) {
                final Handle<Quote> r = new Handle<Quote>(rates[i]);
                instruments[i] = new
                    DepositRateHelper(r, new Period(depositData[i].n,depositData[i].units),
                                      euribor6m.fixingDays(), calendar,
                                      euribor6m.businessDayConvention(),
                                      euribor6m.endOfMonth(),
                                      euribor6m.dayCounter());
            }
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