Package org.jquantlib.termstructures

Examples of org.jquantlib.termstructures.YieldTermStructure.dayCounter()

237
238
239
240
241
242
243
244
245
246
247
    }

    @Override
    public final/* @Time */double time(final Date d) {
        final YieldTermStructure yts = riskFreeRate.currentLink();
        return yts.dayCounter().yearFraction(yts.referenceDate(), d);
    }

    //
    // implements Observer
    //
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.