Package org.jquantlib.currencies.America

Examples of org.jquantlib.currencies.America.CADCurrency

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  }

  public CADLiborON(final Period tenor,
      final Handle<YieldTermStructure> h) {
    super("CADLibor", 0,
        new CADCurrency(),
        new Canada(),
        new Actual360(), h);
  }
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  }

  public Cdor(final Period tenor,
      final Handle<YieldTermStructure> h) {
    super("CDOR", tenor, 2,
        new CADCurrency(),
        new Canada(),
        BusinessDayConvention.ModifiedFollowing,
        false,
        new Actual360(),
        h);
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  }

  public CADLibor(final Period tenor,
      final Handle<YieldTermStructure> h) {
    super("CADLibor", tenor, 2,
        new CADCurrency(),
        new Canada(),
        new Actual360(), h);
  }
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Related Classes of org.jquantlib.currencies.America.CADCurrency

  • org.jquantlib.indexes.ibor.CADLibor
  • org.jquantlib.indexes.ibor.CADLiborON
  • org.jquantlib.indexes.ibor.Cdor
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