Package org.jquantlib.currencies

Examples of org.jquantlib.currencies.Currency

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        QL.validateExperimentalMode();

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

        this.iborIndex = new IborIndex(
                      "no-fix", // never take fixing into account
                      tenor, fixingDays,
                      new Currency(), calendar, convention,
                      endOfMonth, dayCounter, termStructureHandle);
        initializeDates();
    }
View Full Code Here
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        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(), termStructureHandle);
        initializeDates();
    }
View Full Code Here
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        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(), termStructureHandle);
        initializeDates();
    }
View Full Code Here
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                final DayCounter dayCounter) {
        super(rate);
        this.iborIndex = new IborIndex(
                      "no-fix", // never take fixing into account
                      tenor, fixingDays,
                      new Currency(), calendar, convention,
                      endOfMonth, dayCounter, termStructureHandle);
        initializeDates();
    }
View Full Code Here
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        QL.validateExperimentalMode();

        this.iborIndex = new IborIndex(
                      "no-fix", // never take fixing into account
                      tenor, fixingDays,
                      new Currency(), calendar, convention,
                      endOfMonth, dayCounter, this.termStructureHandle);
        initializeDates();
    }
View Full Code Here
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        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
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        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
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    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
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    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
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Related Classes of org.jquantlib.currencies.Currency

  • org.jquantlib.termstructures.yieldcurves.DepositRateHelper
  • org.jquantlib.termstructures.yieldcurves.FraRateHelper
  • org.jquantlib.testsuite.money.MoneyTest
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