Package com.opengamma.analytics.financial.provider.calculator.discounting

Examples of com.opengamma.analytics.financial.provider.calculator.discounting.PresentValueDiscountingCalculator


  public void presentValuePerformance() {

    long startTime, endTime;
    final int nbTest = 10;

    final PresentValueDiscountingCalculator pvdCalculator = PresentValueDiscountingCalculator.getInstance();
    final PresentValueCurveSensitivityDiscountingCalculator pvcsdCalculator = PresentValueCurveSensitivityDiscountingCalculator.getInstance();
    final ParameterSensitivityParameterCalculator<MulticurveProviderInterface> psCalculator = new ParameterSensitivityParameterCalculator<>(pvcsdCalculator);

    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2012, 5, 14);
View Full Code Here

TOP

Related Classes of com.opengamma.analytics.financial.provider.calculator.discounting.PresentValueDiscountingCalculator

Copyright © 2018 www.massapicom. 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.