Package org.jquantlib.time

Examples of org.jquantlib.time.Period

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    public static Euribor getEuribor2W(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(2, TimeUnit.Weeks), h);
    }

    public static Euribor getEuribor3W(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(3, TimeUnit.Weeks), h);
    }
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    public static Euribor getEuribor3W(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(3, TimeUnit.Weeks), h);
    }

    public static Euribor getEuribor1M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(1, TimeUnit.Months), h);
    }
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    public static Euribor getEuribor1M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(1, TimeUnit.Months), h);
    }

    public static Euribor getEuribor2M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(1, TimeUnit.Months), h);
    }
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    public static Euribor getEuribor2M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(1, TimeUnit.Months), h);
    }

    public static Euribor getEuribor3M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(3, TimeUnit.Months), h);
    }
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    public static Euribor getEuribor3M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(3, TimeUnit.Months), h);
    }

    public static Euribor getEuribor4M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(4, TimeUnit.Months), h);
    }
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    public static Euribor getEuribor4M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(4, TimeUnit.Months), h);
    }

    public static Euribor getEuribor5M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(5, TimeUnit.Months), h);
    }
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    public static Euribor getEuribor5M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(5, TimeUnit.Months), h);
    }

    public static Euribor getEuribor6M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(6, TimeUnit.Months), h);
    }
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    public static Euribor getEuribor6M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(6, TimeUnit.Months), h);
    }

    public static Euribor getEuribor7M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(7, TimeUnit.Months), h);
    }
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    public static Euribor getEuribor7M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(7, TimeUnit.Months), h);
    }

    public static Euribor getEuribor8M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(8, TimeUnit.Months), h);
    }
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    // private Array fixingDays;

    public MakeVanillaSwap (
            final Period swapTenor,
            final IborIndex index) {
        this(swapTenor, index, 0.0, new Period(0,TimeUnit.Days));
    }
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Related Classes of org.jquantlib.time.Period

  • org.jquantlib.cashflow.AverageBMACoupon
  • org.jquantlib.cashflow.FloatingRateCoupon
  • org.jquantlib.daycounters.ActualActual$ImplISMA
  • org.jquantlib.indexes.BMAIndex
  • org.jquantlib.indexes.Euribor
  • org.jquantlib.indexes.Euribor365
  • org.jquantlib.instruments.Bond
  • org.jquantlib.instruments.FloatingRateBond
  • org.jquantlib.instruments.MakeVanillaSwap
  • org.jquantlib.model.shortrate.calibrationhelpers.CapHelper
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