Package org.jquantlib.currencies.Europe

Examples of org.jquantlib.currencies.Europe.TRYCurrency

329
330
331
332
333
334
335
336
337
338
339
                new PTECurrency(), 200.482),
                new Date(1, Month.January, 1999),
                maxDate);
        // other obsoleted currencies
        add(new ExchangeRate(
                new TRYCurrency(),
                new TRLCurrency(), 1000000.0),
                new Date(1, Month.January, 2005),
                maxDate);
        add(new ExchangeRate(
                new RONCurrency(),
View Full Code Here
75
76
77
78
79
80
81
82
83
84
85
  }

  public TRLibor(final Period tenor,
      final Handle<YieldTermStructure> h) {
    super("TRLibor", tenor, 0,
        new TRYCurrency(),
        new Turkey(),
        BusinessDayConvention.ModifiedFollowing,
        false,
        new Actual360(),
        h);
View Full Code Here
329
330
331
332
333
334
335
336
337
338
339
                new PTECurrency(), 200.482),
                new Date(1, Month.January, 1999),
                maxDate);
        // other obsoleted currencies
        add(new ExchangeRate(
                new TRYCurrency(),
                new TRLCurrency(), 1000000.0),
                new Date(1, Month.January, 2005),
                maxDate);
        add(new ExchangeRate(
                new RONCurrency(),
View Full Code Here
TOP

Related Classes of org.jquantlib.currencies.Europe.TRYCurrency

  • org.jquantlib.currencies.ExchangeRateManager
  • org.jquantlib.indexes.ibor.TRLibor
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.