Package org.jquantlib.daycounters

Examples of org.jquantlib.daycounters.DayCounter$Impl

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     */
    public BlackVolatilityTermStructure(
            /*@Natural*/ final int settlementDays,
            final Calendar cal,
            final BusinessDayConvention bdc) {
        super(settlementDays, cal, bdc, new DayCounter());
    }
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     * @warning term structures initialized by means of this
     *          constructor must manage their own reference date
     *          by overriding the referenceDate() method.
     */
    public BlackVarianceTermStructure() {
        this(new Calendar(), BusinessDayConvention.Following, new DayCounter());
    }
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     * @warning term structures initialized by means of this
     *          constructor must manage their own reference date
     *          by overriding the referenceDate() method.
     */
    public BlackVarianceTermStructure(final Calendar cal) {
        this(cal, BusinessDayConvention.Following, new DayCounter());
    }
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     *          by overriding the referenceDate() method.
     */
    public BlackVarianceTermStructure(
            final Calendar cal,
            final BusinessDayConvention bdc) {
        this(cal, bdc, new DayCounter());
    }
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    /**
     *  initialize with a fixed reference date
     */
    public BlackVarianceTermStructure(final Date referenceDate) {
        this(referenceDate, new Calendar(), BusinessDayConvention.Following, new DayCounter());
    }
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     *  initialize with a fixed reference date
     */
    public BlackVarianceTermStructure(
            final Date referenceDate,
            final Calendar cal) {
        this(referenceDate, cal, BusinessDayConvention.Following, new DayCounter());
    }
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     */
    public BlackVarianceTermStructure(
            final Date referenceDate,
            final Calendar cal,
            final BusinessDayConvention bdc) {
        this(referenceDate, cal, bdc, new DayCounter());
    }
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     * calculate the reference date based on the global evaluation date
     */
    public BlackVarianceTermStructure(
            /*@Natural*/ final int settlementDays,
            final Calendar cal) {
        this(settlementDays, cal, BusinessDayConvention.Following, new DayCounter());
    }
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     */
    public BlackVarianceTermStructure(
            /*@Natural*/ final int settlementDays,
            final Calendar cal,
            final BusinessDayConvention bdc) {
        this(settlementDays, cal, bdc, new DayCounter());
    }
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     * @warning term structures initialized by means of this
     *          constructor must manage their own reference date
     *          by overriding the referenceDate() method.
     */
    public LocalVolTermStructure() {
        this(new Calendar(), BusinessDayConvention.Following, new DayCounter());
    }
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