Package org.jquantlib.indexes

Examples of org.jquantlib.indexes.InterestRateIndex.termStructure()

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        coupon_ =  (IborCoupon)coupon;
        gearing_ = coupon_.gearing();
        spread_ = coupon_.spread();
        final Date paymentDate = coupon_.date();
        final InterestRateIndex index = coupon_.index();
        final Handle<YieldTermStructure> rateCurve = index.termStructure();

        final Date today = new Settings().evaluationDate();

        if(paymentDate.gt(today))
            discount_ = rateCurve.currentLink().discount(paymentDate);
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        coupon_ =  (IborCoupon)coupon;
        gearing_ = coupon_.gearing();
        spread_ = coupon_.spread();
        final Date paymentDate = coupon_.date();
        final InterestRateIndex index = coupon_.index();
        final Handle<YieldTermStructure> rateCurve = index.termStructure();

        final Date today = new Settings().evaluationDate();

        if(paymentDate.gt(today))
            discount_ = rateCurve.currentLink().discount(paymentDate);
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