Package org.jquantlib.termstructures

Examples of org.jquantlib.termstructures.AbstractYieldTermStructure

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*/
public class USDLiborON extends DailyTenorUSDLibor {

  public USDLiborON() {
    this(new Handle<YieldTermStructure>(
        new AbstractYieldTermStructure() {
          @Override
          protected double discountImpl(final double t) {
            throw new UnsupportedOperationException();
          }
          @Override
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*/
public class GBPLibor extends Libor {

  public GBPLibor(final Period tenor) {
    this(tenor, new Handle<YieldTermStructure>(
            new AbstractYieldTermStructure() {
              @Override
              protected double discountImpl(final double t) {
                throw new UnsupportedOperationException();
              }
              @Override
View Full Code Here
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*/
public class Jibar extends IborIndex {

  public Jibar(final Period tenor) {
    this(tenor, new Handle<YieldTermStructure>(
            new AbstractYieldTermStructure() {
              @Override
              protected double discountImpl(final double t) {
                throw new UnsupportedOperationException();
              }
              @Override
View Full Code Here
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*/
public class Zibor extends IborIndex {

  public Zibor(final Period tenor) {
    this(tenor, new Handle<YieldTermStructure>(
            new AbstractYieldTermStructure() {
              @Override
              protected double discountImpl(final double t) {
                throw new UnsupportedOperationException();
              }
              @Override
View Full Code Here
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*/
public class GBPLiborON extends DailyTenorGBPLibor {

  public GBPLiborON() {
    this(new Handle<YieldTermStructure>(
        new AbstractYieldTermStructure() {
          @Override
          protected double discountImpl(final double t) {
            throw new UnsupportedOperationException();
          }
          @Override
View Full Code Here
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*/
public class USDLibor extends Libor {

  public USDLibor(final Period tenor) {
    this(tenor, new Handle<YieldTermStructure>(
            new AbstractYieldTermStructure() {
              @Override
              protected double discountImpl(final double t) {
                throw new UnsupportedOperationException();
              }
              @Override
View Full Code Here
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*/
public class DailyTenorGBPLibor extends DailyTenorLibor {

  public DailyTenorGBPLibor(final int settlementDays) {
    this(settlementDays, new Handle<YieldTermStructure>(
            new AbstractYieldTermStructure() {
              @Override
              protected double discountImpl(final double t) {
                throw new UnsupportedOperationException();
              }
              @Override
View Full Code Here
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*/
public class DailyTenorUSDLibor extends DailyTenorLibor {

  public DailyTenorUSDLibor(final int settlementDays) {
    this(settlementDays, new Handle<YieldTermStructure>(
            new AbstractYieldTermStructure() {
              @Override
              protected double discountImpl(final double t) {
                throw new UnsupportedOperationException();
              }
              @Override
View Full Code Here
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*/
public class DailyTenorJPYLibor extends DailyTenorLibor {

  public DailyTenorJPYLibor(final int settlementDays) {
    this(settlementDays, new Handle<YieldTermStructure>(
            new AbstractYieldTermStructure() {
              @Override
              protected double discountImpl(final double t) {
                throw new UnsupportedOperationException();
              }
              @Override
View Full Code Here
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*/
public class Cdor extends IborIndex {

  public Cdor(final Period tenor) {
    this(tenor, new Handle<YieldTermStructure>(
            new AbstractYieldTermStructure() {
              @Override
              protected double discountImpl(final double t) {
                throw new UnsupportedOperationException();
              }
              @Override
View Full Code Here
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Related Classes of org.jquantlib.termstructures.AbstractYieldTermStructure

  • org.jquantlib.daycounters.Actual365Fixed
  • org.jquantlib.indexes.ibor.AUDLibor
  • org.jquantlib.indexes.ibor.CADLibor
  • org.jquantlib.indexes.ibor.CADLiborON
  • org.jquantlib.indexes.ibor.Cdor
  • org.jquantlib.indexes.ibor.CHFLibor
  • org.jquantlib.indexes.ibor.DailyTenorCHFLibor
  • org.jquantlib.indexes.ibor.DailyTenorGBPLibor
  • org.jquantlib.indexes.ibor.DailyTenorJPYLibor
  • org.jquantlib.indexes.ibor.DailyTenorUSDLibor
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