Package org.jquantlib.termstructures.yieldcurves

Examples of org.jquantlib.termstructures.yieldcurves.FixedRateBondHelper

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                    new UnitedStates(UnitedStates.Market.GOVERNMENTBOND),
                    BusinessDayConvention.Unadjusted,
                    BusinessDayConvention.Unadjusted,
                    DateGeneration.Rule.Backward,
                    false);
            final FixedRateBondHelper bondHelper = new FixedRateBondHelper(
                            quoteHandle.get(i),
                            settlementDays,
                            100.0,
                            schedule,
                            new double[]{ couponRates[i] },
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                                        new Period(bondData[i].frequency),
                                        calendar,
                                        bondConvention, bondConvention,
                                        DateGeneration.Rule.Backward, false, new Date(), new Date());
               
                bondHelpers[i] = new FixedRateBondHelper(p,
                                        bondSettlementDays,
                                        bondRedemption, schedules[i],
                                        coupons, bondDayCounter,
                                        bondConvention,
                                        bondRedemption, issue);
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Related Classes of org.jquantlib.termstructures.yieldcurves.FixedRateBondHelper

  • org.jquantlib.instruments.bonds.FixedRateBond
  • org.jquantlib.pricingengines.bond.DiscountingBondEngine
  • org.jquantlib.pricingengines.PricingEngine
  • org.jquantlib.samples.Bonds
  • org.jquantlib.Settings
  • org.jquantlib.testsuite.termstructures.yieldcurves.PiecewiseYieldCurveTest$CommonVars
  • org.jquantlib.time.Date
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