Examples of BMASwapRateHelper


Examples of org.jquantlib.termstructures.yieldcurves.BMASwapRateHelper

        final BMAIndex bmaIndex = new BMAIndex();
        final IborIndex liborIndex = new USDLibor(new Period(3, TimeUnit.Months), riskFreeCurve);
        for (int i=0; i<vars.bmas; ++i) {
            final Handle<Quote> f = new Handle<Quote>(vars.fractions[i]);
            vars.bmaHelpers[i] = // boost::shared_ptr<RateHelper>(
                      new BMASwapRateHelper(f, new Period(bmaData[i].n, bmaData[i].units),
                                            vars.settlementDays,
                                            vars.calendar,
                                            new Period(vars.bmaFrequency),
                                            vars.bmaConvention,
                                            vars.bmaDayCounter,
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