Package com.opengamma.analytics.financial.instrument.inflation

Examples of com.opengamma.analytics.financial.instrument.inflation.CouponInflationGearing


        break;
      }
    }
    final ZonedDateTime previousAccrualDate = getCoupons().getNthPayment(couponIndex).getAccrualStartDate();
    final ZonedDateTime nextAccrualDate = getCoupons().getNthPayment(couponIndex).getAccrualEndDate();
    final CouponInflationGearing currentCoupon = ((CouponInflationGearing) getCoupons().getNthPayment(couponIndex));
    final double accruedInterest = AccruedInterestCalculator.getAccruedInterest(getDayCount(), couponIndex, nbCoupon, previousAccrualDate, date, nextAccrualDate, currentCoupon.getFactor(),
        getCouponPerYear(), isEOM()) * getCoupons().getNthPayment(couponIndex).getNotional();
    if (getExCouponDays() != 0 && nextAccrualDate.minusDays(getExCouponDays()).isBefore(date)) {
      result = accruedInterest - currentCoupon.getFactor() / _couponPerYear;
    } else {
      result = accruedInterest;
    }
    return result;
  }
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