Package org.jquantlib.currencies.Europe

Examples of org.jquantlib.currencies.Europe.EURCurrency

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    }
   
    public Euribor365(final Period tenor, final Handle<YieldTermStructure> h) {
        super("Euribor365", tenor,
                2, // settlement days
                new EURCurrency(),
                new Target(),
                euriborConvention(tenor),
                euriborEOM(tenor),
                new Actual365Fixed(),
                h);
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    public DailyTenorEuribor(final int settlementDays, final Handle<YieldTermStructure> h) {
        super("Euribor",
                new Period(1,TimeUnit.Days),
                settlementDays, // settlement days
                new EURCurrency(),
                new Target(),
                euriborConvention(new Period(1,TimeUnit.Days)),
                euriborEOM(new Period(1,TimeUnit.Days)),
                new Actual360(),
                h);
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    public DailyTenorEuribor365(final int settlementDays, final Handle<YieldTermStructure> h) {
        super("Euribor",
                new Period(1,TimeUnit.Days),
                settlementDays, // settlement days
                new EURCurrency(),
                new Target(),
                euriborConvention(new Period(1,TimeUnit.Days)),
                euriborEOM(new Period(1,TimeUnit.Days)),
                new Actual365Fixed(),
                h);
View Full Code Here
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     */
    private void addKnownRates() {
        final Date maxDate = Date.maxDate();
        // currencies obsoleted by Euro
        add(new ExchangeRate(
                new EURCurrency(),
                new ATSCurrency(), 13.7603),
                new Date(1, Month.January,1999),
                maxDate);
        add(new ExchangeRate(
                new EURCurrency(),
                new BEFCurrency(), 40.3399),
                new Date(1, Month.January, 1999),
                maxDate);
        add(new ExchangeRate(
                new EURCurrency(),
                new DEMCurrency(), 1.95583),
                new Date(1, Month.January, 1999),
                maxDate);
        add(new ExchangeRate(
                new EURCurrency(),
                new ESPCurrency(), 166.386),
                new Date(1, Month.January, 1999),
                maxDate);
        add(new ExchangeRate(
                new EURCurrency(),
                new FIMCurrency(), 5.94573),
                new Date(1, Month.January, 1999),
                maxDate);
        add(new ExchangeRate(
                new EURCurrency(),
                new FRFCurrency(), 6.55957),
                new Date(1, Month.January, 1999),
                maxDate);
        add(new ExchangeRate(
                new EURCurrency(),
                new GRDCurrency(), 340.750),
                new Date(1, Month.January, 2001),
                maxDate);
        add(new ExchangeRate(
                new EURCurrency(),
                new IEPCurrency(), 0.787564),
                new Date(1, Month.January, 1999),
                maxDate);
        add(new ExchangeRate(
                new EURCurrency(),
                new ITLCurrency(), 1936.27),
                new Date(1, Month.January, 1999),
                maxDate);
        add(new ExchangeRate(
                new EURCurrency(),
                new LUFCurrency(), 40.3399),
                new Date(1, Month.January, 1999),
                maxDate);
        add(new ExchangeRate(
                new EURCurrency(),
                new NLGCurrency(), 2.20371),
                new Date(1, Month.January, 1999),
                maxDate);
        add(new ExchangeRate(
                new EURCurrency(),
                new PTECurrency(), 200.482),
                new Date(1, Month.January, 1999),
                maxDate);
        // other obsoleted currencies
        add(new ExchangeRate(
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    @Ignore
    @Test
    public void testBaseCurrency(){
        QL.info("Testing money arithmetic with conversion to base currency...");

        final Currency EUR = new EURCurrency();
        final Currency GBP = new GBPCurrency();
        final Currency USD = new USDCurrency();

        final Money m1 = Money.multiple(50000.0,GBP);
        final Money m2 = Money.multiple(100000.0 , EUR);
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    @Ignore
    @Test
    public void testNone() {
        QL.info("Testing money arithmetic without conversions...");
        final Currency EUR = new EURCurrency();
        final Money m1 = Money.multiple( 50000.0, EUR);
        final Money m2 = Money.multiple(100000.0, EUR);
        final Money m3 = Money.multiple(500000.0, EUR);

        Money.conversionType = Money.ConversionType.NoConversion;
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Related Classes of org.jquantlib.currencies.Europe.EURCurrency

  • org.jquantlib.currencies.ExchangeRateManager
  • org.jquantlib.indexes.DailyTenorEuribor
  • org.jquantlib.indexes.DailyTenorEuribor365
  • org.jquantlib.indexes.DailyTenorEURLibor
  • org.jquantlib.indexes.Euribor
  • org.jquantlib.indexes.Euribor365
  • org.jquantlib.indexes.EuriborSwapIfrFix
  • org.jquantlib.indexes.EuriborSwapIsdaFixA
  • org.jquantlib.indexes.EuriborSwapIsdaFixB
  • org.jquantlib.indexes.EURLibor
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