Package org.jquantlib.time.calendars

Examples of org.jquantlib.time.calendars.Canada$TsxImpl

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  public CADLiborON(final Period tenor,
      final Handle<YieldTermStructure> h) {
    super("CADLibor", 0,
        new CADCurrency(),
        new Canada(),
        new Actual360(), h);
  }
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  public Cdor(final Period tenor,
      final Handle<YieldTermStructure> h) {
    super("CDOR", tenor, 2,
        new CADCurrency(),
        new Canada(),
        BusinessDayConvention.ModifiedFollowing,
        false,
        new Actual360(),
        h);
  }
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  public CADLibor(final Period tenor,
      final Handle<YieldTermStructure> h) {
    super("CADLibor", tenor, 2,
        new CADCurrency(),
        new Canada(),
        new Actual360(), h);
  }
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    private final Calendar settlement;
    private final Calendar exchange;

  public CanadaCalendarTest() {
    QL.info("::::: "+this.getClass().getSimpleName()+" :::::");
        settlement = new Canada(Canada.Market.SETTLEMENT);
        exchange = new Canada(Canada.Market.TSX);
  }
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Related Classes of org.jquantlib.time.calendars.Canada$TsxImpl

  • org.jquantlib.indexes.ibor.CADLibor
  • org.jquantlib.indexes.ibor.CADLiborON
  • org.jquantlib.indexes.ibor.Cdor
  • org.jquantlib.testsuite.calendars.CanadaCalendarTest
  • org.jquantlib.time.Calendar
  • org.jquantlib.time.Month
  • org.jquantlib.time.Weekday
  • org.jquantlib.lang.exceptions.LibraryException
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