Package org.jquantlib.cashflow

Examples of org.jquantlib.cashflow.AverageBMALeg

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                      .withGearings(liborFraction)
                      .withSpreads(liborSpread)
                      .Leg();
        this.legs.add(iborLeg);

        final Leg bmaLeg = new AverageBMALeg(bmaSchedule, bmaIndex)
                      .withNotionals(nominal)
                      .withPaymentDayCounter(bmaDayCount)
                      .withPaymentAdjustment(bmaSchedule.businessDayConvention())
                      .Leg();
       
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Related Classes of org.jquantlib.cashflow.AverageBMALeg

  • org.jquantlib.instruments.BMASwap
  • org.jquantlib.math.matrixutilities.Array
  • org.jquantlib.time.Calendar
  • org.jquantlib.time.Date
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