Package org.jquantlib.cashflow

Examples of org.jquantlib.cashflow.CmsLeg

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            final /*Real*/ double  redemption,
            final Date issueDate) {
   
    super(settlementDays, schedule.calendar(), issueDate);
    maturityDate_ = schedule.endDate().clone();
    cashflows_ = new CmsLeg(schedule, index)
        .withNotionals(faceAmount)
        .withPaymentDayCounter(paymentDayCounter)
        .withPaymentAdjustment(paymentConvention)
        .withFixingDays(fixingDays)
        .withGearings(gearings)
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Related Classes of org.jquantlib.cashflow.CmsLeg

  • org.jquantlib.instruments.bonds.CmsRateBond
  • org.jquantlib.math.matrixutilities.Array
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