Package org.jquantlib.termstructures

Examples of org.jquantlib.termstructures.AbstractYieldTermStructure

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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>() { /* anonymous */ };
        //
        // 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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      final Calendar financialCenterCalendar,
      final DayCounter dayCounter) {
    this(familyName, tenor, settlementDays,
        currency, financialCenterCalendar, dayCounter,
        new Handle<YieldTermStructure>(
            new AbstractYieldTermStructure() {
              @Override
              protected double discountImpl(final double t) {
                throw new UnsupportedOperationException();
              }
              @Override
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//                new Handle<YieldTermStructure>(YieldTermStructure.class)); //FIXME::RG::Handle

        this(settlementDays, faceAmount, calendar,
                paymentDayCounter, paymentConvention,
                new Handle<YieldTermStructure>(
                        new AbstractYieldTermStructure() {
                            @Override
                            protected double discountImpl(final double t) {
                                throw new UnsupportedOperationException();
                            }
                            @Override
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*/
public class TRLibor extends IborIndex {

  public TRLibor(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 SEKLibor extends Libor {

  public SEKLibor(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 AUDLibor extends Libor {

  public AUDLibor(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 CADLiborON extends DailyTenorLibor {

  public CADLiborON(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 JPYLibor extends Libor {

  public JPYLibor(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 DKKLibor extends Libor {

  public DKKLibor(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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