Package org.jquantlib.currencies

Examples of org.jquantlib.currencies.Currency$Data


        super(rate);
        QL.validateExperimentalMode();

        this.iborIndex = new IborIndex(
                      "no-fix", // never take fixing into account
                      iborIndex.tenor(), iborIndex.fixingDays(), new Currency(),
                      iborIndex.fixingCalendar(), iborIndex.businessDayConvention(),
                      iborIndex.endOfMonth(), iborIndex.dayCounter(), this.termStructureHandle);
        initializeDates();
    }
View Full Code Here


        super(rate);
        QL.validateExperimentalMode();

        this.iborIndex = new IborIndex(
                      "no-fix", // never take fixing into account
                      i.tenor(), i.fixingDays(), new Currency(),
                      i.fixingCalendar(), i.businessDayConvention(),
                      i.endOfMonth(), i.dayCounter(), this.termStructureHandle);
        initializeDates();
    }
View Full Code Here

    QL.validateExperimentalMode();
 
    this.iborIndex = new IborIndex(
        "no-fix", // never take fixing into account
        new Period(monthsToEnd - monthsToStart, TimeUnit.Months),
        fixingDays, new Currency(), calendar, convention, endOfMonth,
        dayCounter, this.termStructureHandle);

    initializeDates();
  }
View Full Code Here

    QL.validateExperimentalMode();

    iborIndex = new IborIndex(
        "no-fix", // never take fixing into account
        new Period(monthsToEnd - monthsToStart, TimeUnit.Months),
        fixingDays, new Currency(), calendar, convention, endOfMonth,
        dayCounter, this.termStructureHandle);

    initializeDates();
  }
View Full Code Here

    QL.validateExperimentalMode();
   
    iborIndex = new IborIndex(
        "no-fix", // never take fixing into account
        i.tenor(), i.fixingDays(), new Currency(), i.fixingCalendar(),
        i.businessDayConvention(), i.endOfMonth(), i.dayCounter(),
        this.termStructureHandle);

    initializeDates();
  }
View Full Code Here

    QL.validateExperimentalMode();
   
    iborIndex = new IborIndex(
        "no-fix", // never take fixing into account
        i.tenor(), i.fixingDays(), new Currency(), i.fixingCalendar(),
        i.businessDayConvention(), i.endOfMonth(), i.dayCounter(),
        this.termStructureHandle);

    initializeDates();
  }
View Full Code Here

    QL.validateExperimentalMode();

    iborIndex = new IborIndex(
        "no-fix", // never take fixing into account
        new Period(lengthInMonths, TimeUnit.Months), fixingDays,
        new Currency(), calendar, convention, endOfMonth, dayCounter,
        this.termStructureHandle);

    initializeDates();

  }
View Full Code Here

    QL.validateExperimentalMode();

    iborIndex = new IborIndex(
        "no-fix", // never take fixing into account
        new Period(lengthInMonths, TimeUnit.Months), fixingDays,
        new Currency(), calendar, convention, endOfMonth, dayCounter,
        this.termStructureHandle);
    initializeDates();

  }
View Full Code Here

   
    QL.validateExperimentalMode();

    iborIndex = new IborIndex(
        "no-fix",// never take fixing into account
        i.tenor(), i.fixingDays(), new Currency(), i.fixingCalendar(),
        i.businessDayConvention(), i.endOfMonth(), i.dayCounter(),
        this.termStructureHandle);

    initializeDates();
View Full Code Here

   
    QL.validateExperimentalMode();

    iborIndex = new IborIndex(
        "no-fix",// never take fixing into account
        i.tenor(), i.fixingDays(), new Currency(), i.fixingCalendar(),
        i.businessDayConvention(), i.endOfMonth(), i.dayCounter(),
        this.termStructureHandle);

    initializeDates();
View Full Code Here

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Related Classes of org.jquantlib.currencies.Currency$Data

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