Examples of Period


Examples of org.jquantlib.time.Period

    public static Euribor getEuribor9M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(9, TimeUnit.Months), h);
    }

    public static Euribor getEuribor10M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(10, TimeUnit.Months), h);
    }
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Examples of org.jquantlib.time.Period

    public static Euribor getEuribor10M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(10, TimeUnit.Months), h);
    }

    public static Euribor getEuribor11M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(11, TimeUnit.Months), h);
    }
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Examples of org.jquantlib.time.Period

    public static Euribor getEuribor11M(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(11, TimeUnit.Months), h);
    }

    public static Euribor getEuribor1Y(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(1, TimeUnit.Years), h);
    }
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Examples of org.jquantlib.time.Period

    public static Euribor getEuribor1Y(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(1, TimeUnit.Years), h);
    }

    public static Euribor getEuribor_SW(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(1, TimeUnit.Weeks), h);
    }
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Examples of org.jquantlib.time.Period

    public void testAdvance() {
        final NullCalendar nullCalendar = new NullCalendar();
        final Date d = new Date(11, Month.October, 2009);
        final Date dCopy = d.clone();
        assertEquals(dCopy, d);
        final Date advancedDate = nullCalendar.advance(d, new Period(3, TimeUnit.Months));
        assertEquals(dCopy, d);
        assertFalse(advancedDate.equals(d));
    }
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Examples of org.jquantlib.time.Period

        final Calendar c = new Target(); // any calendar would be OK

        Date eom;
        final Date counter = Date.minDate();
        final Date last = Date.maxDate().sub(new Period(2, TimeUnit.Months));

        while (counter.le(last)) {
            eom = c.endOfMonth(counter);
            // check that eom is eom
            if (!c.isEndOfMonth(eom)) {
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Examples of org.jquantlib.time.Period

        QL.require(this.tenor().units() != TimeUnit.Days , "for daily tenors dedicated DailyTenor constructor must be used"); // QA:[RG]::verified // TODO: message
    }


    public static Euribor365 getEuribor365_1W(final Handle<YieldTermStructure> h) {
        return new Euribor365(new Period(1, TimeUnit.Weeks), h);
    }
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Examples of org.jquantlib.time.Period

    public static Euribor365 getEuribor365_1W(final Handle<YieldTermStructure> h) {
        return new Euribor365(new Period(1, TimeUnit.Weeks), h);
    }

    public static Euribor365 getEuribor365_2W(final Handle<YieldTermStructure> h) {
        return new Euribor365(new Period(2, TimeUnit.Weeks), h);
    }
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Examples of org.jquantlib.time.Period

    public static Euribor365 getEuribor365_2W(final Handle<YieldTermStructure> h) {
        return new Euribor365(new Period(2, TimeUnit.Weeks), h);
    }

    public static Euribor365 getEuribor365_3W(final Handle<YieldTermStructure> h) {
        return new Euribor365(new Period(3, TimeUnit.Weeks), h);
    }
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Examples of org.jquantlib.time.Period

    public static Euribor365 getEuribor365_3W(final Handle<YieldTermStructure> h) {
        return new Euribor365(new Period(3, TimeUnit.Weeks), h);
    }

    public static Euribor365 getEuribor365_1M(final Handle<YieldTermStructure> h) {
        return new Euribor365(new Period(1, TimeUnit.Months), h);
    }
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