Examples of org.jquantlib.termstructures.AbstractYieldTermStructure

org.jquantlib.termstructures.AbstractYieldTermStructure
This abstract class defines the interface of concrete rate structures which will be derived from this one.
Rates are assumed to be annual continuous compounding. @author Richard Gomes

 */
public class NZDLibor extends Libor {


  public NZDLibor(final Period tenor) {
    this(tenor, new Handle<YieldTermStructure>(
            new AbstractYieldTermStructure() {
              @Override
              protected double discountImpl(final double t) {
                throw new UnsupportedOperationException();
              }
              @Override

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 */
public class DailyTenorCHFLibor extends DailyTenorLibor {


  public DailyTenorCHFLibor(final int settlementDays) {
    this(settlementDays, new Handle<YieldTermStructure>(
            new AbstractYieldTermStructure() {
              @Override
              protected double discountImpl(final double t) {
                throw new UnsupportedOperationException();
              }
              @Override

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 */
public class CADLibor extends Libor {


  public CADLibor(final Period tenor) {
    this(tenor, new Handle<YieldTermStructure>(
            new AbstractYieldTermStructure() {
              @Override
              protected double discountImpl(final double t) {
                throw new UnsupportedOperationException();
              }
              @Override

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 */
public class CHFLibor extends Libor {


  public CHFLibor(final Period tenor) {
    this(tenor, new Handle<YieldTermStructure>(
            new AbstractYieldTermStructure() {
              @Override
              protected double discountImpl(final double t) {
                throw new UnsupportedOperationException();
              }
              @Override

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 */
public class Tibor extends IborIndex {


  public Tibor(final Period tenor) {
    this(tenor, new Handle<YieldTermStructure>(
            new AbstractYieldTermStructure() {
              @Override
              protected double discountImpl(final double t) {
                throw new UnsupportedOperationException();
              }
              @Override

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  public DiscountingBondEngine() {


      // this(new Handle<YieldTermStructure>(YieldTermStructure.class)); //FIXME::RG::Handle


        this(new Handle<YieldTermStructure>(
                new AbstractYieldTermStructure() {
                    @Override
                    protected double discountImpl(final double t) {
                        throw new UnsupportedOperationException();
                    }
                    @Override

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        //        final RelinkableHandle<YieldTermStructure> h = new RelinkableHandle<YieldTermStructure>(YieldTermStructure.class);
        //
        // see: http://bugs.jquantlib.org/view.php?id=465
        //
        final RelinkableHandle<YieldTermStructure> h = new RelinkableHandle<YieldTermStructure>(
                new AbstractYieldTermStructure() {
                    @Override
                    protected double discountImpl(final double t) {
                        throw new UnsupportedOperationException();
                    }
                    @Override

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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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