Examples of Period


Examples of org.jquantlib.time.Period

    public static Euribor365 getEuribor365_11M(final Handle<YieldTermStructure> h) {
        return new Euribor365(new Period(11, TimeUnit.Months), h);
    }

    public static Euribor365 getEuribor1Y(final Handle<YieldTermStructure> h) {
        return new Euribor365(new Period(1, TimeUnit.Years), h);
    }
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Examples of org.jquantlib.time.Period

    public static Euribor365 getEuribor1Y(final Handle<YieldTermStructure> h) {
        return new Euribor365(new Period(1, TimeUnit.Years), h);
    }

    public static Euribor365 getEuribor365_SW(final Handle<YieldTermStructure> h) {
        return new Euribor365(new Period(1, TimeUnit.Weeks), h);
    }
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Examples of org.jquantlib.time.Period

    @Test
    public void testSimple() {

        QL.info("Testing simple day counter...");

        final Period p[] = new Period[] { new Period(3, TimeUnit.Months), new Period(6, TimeUnit.Months), new Period(1, TimeUnit.Years) };
        /*@Time*/ final double expected[] = { 0.25, 0.5, 1.0 };

        // 4 years should be enough
        final Date first = new Date(1,Month.January,2002);
        final Date last  = new Date(31,Month.December,2005);
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Examples of org.jquantlib.time.Period

    @Test
    public void testOne() {

        QL.info("Testing 1/1 day counter...");

        final Period p[] = new Period[]{ new Period(3, TimeUnit.Months), new Period(6, TimeUnit.Months), new Period(1, TimeUnit.Years) };
        /*@Time*/ final double expected[] = new double[] { 1.0, 1.0, 1.0 };

        // 1 years should be enough
        final Date first = new Date(1,Month.January,2004);
        final Date last  = new Date(31,Month.December,2004);
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Examples of org.jquantlib.time.Period

        final Date maxDate = Date.maxDate();

        final Date counter = minDate.clone();

        // 10 years of futures must not exceed Date::maxDate
        final Period period = new Period(-10, TimeUnit.Years);
        final Date last = maxDate.clone().addAssign(period);

        while (counter.le(last)) {

            final Date immDate = IMM.nextDate(counter, false);
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Examples of org.jquantlib.time.Period

    }



    public static Euribor getEuribor1W(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(1, TimeUnit.Weeks), h);
    }
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Examples of org.jquantlib.time.Period

    public static Euribor getEuribor1W(final Handle<YieldTermStructure> h) {
        return new Euribor(new Period(1, TimeUnit.Weeks), h);
    }

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

    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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Examples of org.jquantlib.time.Period

    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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Examples of org.jquantlib.time.Period

    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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