Package org.jquantlib.daycounters

Examples of org.jquantlib.daycounters.Actual365Fixed

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     * @category constructors
     *
     * @see TermStructure#TermStructure() documentation for issues regarding constructors.
     */
    protected AbstractYieldTermStructure() {
        this(new Actual365Fixed());
    }
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     * @param referenceDate
     * @param cal
     * @see YieldTermStructure#YieldTermStructure(Date, Calendar, DayCounter)
     */
    protected AbstractYieldTermStructure(final Date referenceDate, final Calendar cal) {
        super(referenceDate, cal, new Actual365Fixed());
    }
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     *
     * @param referenceDate
     * @see YieldTermStructure#YieldTermStructure(Date, Calendar, DayCounter)
     */
    protected AbstractYieldTermStructure(final Date referenceDate) {
        super(referenceDate, new Target(), new Actual365Fixed());
    }
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     * @param settlementDays
     * @param cal
     * @see YieldTermStructure#YieldTermStructure(int, Calendar, DayCounter)
     */
    protected AbstractYieldTermStructure(final int settlementDays, final Calendar cal) {
        super(settlementDays, cal, new Actual365Fixed());
    }
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     *
     * @param settlementDays
     * @see YieldTermStructure#YieldTermStructure(int, Calendar, DayCounter)
     */
    protected AbstractYieldTermStructure(final int settlementDays) {
        super(settlementDays, new Target(), new Actual365Fixed());
    }
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     * This is the <i>Case 3</i> described on the top of this class.
     *
     * @see TermStructure documentation for more details about constructors.
     */
    public AbstractTermStructure() {
        this(new Actual365Fixed());
    }
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     * This is the <i>Case 1</i> described on the top of this class.
     *
     * @see TermStructure documentation for more details about constructors.
     */
    public AbstractTermStructure(final Date referenceDate, final Calendar calendar) {
        this(referenceDate, calendar, new Actual365Fixed());
    }
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     * This is the <i>Case 2</i> described on the top of this class.
     *
     * @see TermStructure documentation for more details about constructors.
     */
    public AbstractTermStructure(final int settlementDays, final Calendar calendar) {
        this(settlementDays, calendar, new Actual365Fixed());
    }
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                2, // settlement days
                new EURCurrency(),
                new Target(),
                euriborConvention(tenor),
                euriborEOM(tenor),
                new Actual365Fixed(),
                h);
        QL.require(this.tenor().units() != TimeUnit.Days , "for daily tenors dedicated DailyTenor constructor must be used"); // QA:[RG]::verified // TODO: message
    }
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import org.jquantlib.time.calendars.NullCalendar;

public abstract class CapVolatilityStructure extends AbstractTermStructure {

    public CapVolatilityStructure(final DayCounter dc) {
        super(dc == null ? new Actual365Fixed() : dc);
    }
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Related Classes of org.jquantlib.daycounters.Actual365Fixed

  • org.jquantlib.indexes.DailyTenorEuribor365
  • org.jquantlib.indexes.Euribor365
  • org.jquantlib.indexes.GbpLiborSwapIsdaFix
  • org.jquantlib.indexes.ibor.DailyTenorGBPLibor
  • org.jquantlib.indexes.ibor.GBPLibor
  • org.jquantlib.indexes.ibor.Jibar
  • org.jquantlib.indexes.ibor.Tibor
  • org.jquantlib.ooimpl.OptionHelper
  • org.jquantlib.samples.Bonds
  • org.jquantlib.samples.ConvertibleBonds
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