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public Zibor(final Period tenor, final Handle<YieldTermStructure> h) { super("Zibor", tenor, 2, new CHFCurrency(), new Switzerland(), BusinessDayConvention.ModifiedFollowing, false, new Actual360(), h); }
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public DailyTenorCHFLibor(final int settlementDays, final Handle<YieldTermStructure> h) { super("CHFLibor", settlementDays, new CHFCurrency(), new Switzerland(), new Actual360(), h); }
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public CHFLibor(final Period tenor, final Handle<YieldTermStructure> h) { super("CHFLibor", tenor, 2, new CHFCurrency(), new Switzerland(), new Actual360(), h); }
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@Test public void testSwitzerlandSWXCalendar() { QL.info("\n\n=== Switzerland SWX Calendar ==="); final Calendar c = new Switzerland(); testSwitzerlandCalendar(c); }