Examples of tenor()


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

                                                  vars.bmaConvention)
                                    .backwards()
                                    .schedule();
            final Schedule liborSchedule = new MakeSchedule(vars.settlement,
                                                      vars.settlement.add(tenor),
                                                      libor3m.tenor(),
                                                      libor3m.fixingCalendar(),
                                                      libor3m.businessDayConvention())
                                      .endOfMonth(libor3m.endOfMonth())
                                      .backwards()
                                      .schedule();
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Examples of org.jquantlib.indexes.ibor.USDLibor.tenor()

                                                  vars.bmaConvention)
                                    .backwards()
                                    .schedule();
            final Schedule liborSchedule = new MakeSchedule(vars.settlement,
                                                      vars.settlement.add(tenor),
                                                      libor3m.tenor(),
                                                      libor3m.fixingCalendar(),
                                                      libor3m.businessDayConvention())
                                      .endOfMonth(libor3m.endOfMonth())
                                      .backwards()
                                      .schedule();
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