List of amount() Examples

Examples of amount()

com.ib.controller.Profile.Allocation.amount()
org.broadleafcommerce.common.payment.dto.PaymentResponseDTO.amount()
org.jquantlib.cashflow.CashFlow.amount()
@return amount of the cash flow. The amount is not discounted, i.e., it is the actual amount paid at the cash flow date.
org.jquantlib.cashflow.Dividend.amount()
org.jquantlib.cashflow.FixedRateCoupon.amount()
org.jquantlib.cashflow.IborCoupon.amount()
org.mifosplatform.portfolio.interestratechart.domain.InterestIncentivesFields.amount()
org.mifosplatform.portfolio.savings.domain.SavingsAccountCharge.amount()

Examples of org.jquantlib.cashflow.CashFlow.amount()

            final Date d = cashflow.date();
            if (d.gt(settlementDate)) {
                delta_theta -= cashflow.amount()
                * process.riskFreeRate().currentLink().zeroRate(d, rfdc, Compounding.Continuous, Frequency.Annual).rate()
                * process.riskFreeRate().currentLink().discount(d);
                delta_rho += cashflow.amount() * process.time(d) * process.riskFreeRate().currentLink().discount(t);
            }
        }
        t = process.time(a.exercise.lastDate());
        try {
            greeks.theta = black.theta(spot, t) + delta_theta * black.delta(spot);

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Examples of org.jquantlib.cashflow.Dividend.amount()

    }


    protected double getDividendAmount(final int i) /* @ReadOnly */ {
        final Dividend dividend = (Dividend)(events.get(i));
        if (dividend!=null) {
            return dividend.amount();
        } else {
            return 0.0;
        }
    }

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Examples of org.jquantlib.cashflow.Dividend.amount()

            final double dividendTime = dividendTimes.get(i);
            if (dividendTime >= t || Closeness.isCloseEnough(dividendTime,t)) {
               final Dividend d = this.arguments.dividends.get(i);
                for (int j=0; j<grid.size(); j++) {
                    double v = grid.get(j);
                    v += d.amount(v);
                    grid.set(j,v);// += d->amount(grid[j]);
                }
            }
        }
        return grid;

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Examples of org.jquantlib.cashflow.Dividend.amount()

    }


    protected double getDividendAmount(final int i) /* @ReadOnly */ {
        final Dividend dividend = (Dividend)(events.get(i));
        if (dividend!=null) {
            return dividend.amount();
        } else {
            return 0.0;
        }
    }

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Examples of org.jquantlib.cashflow.FixedRateCoupon.amount()


            for (int i=0; i<fixedCoupons.size(); i++) {
                final FixedRateCoupon coupon = (FixedRateCoupon) fixedCoupons.get(i);
                a.fixedPayDates.set(i, coupon.date());
                a.fixedResetDates.set(i, coupon.accrualStartDate());
                a.fixedCoupons.set(i, coupon.amount());
            }


            final Leg floatingCoupons = floatingLeg();


            a.floatingResetDates = new ArrayList<Date>(floatingCoupons.size());

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Examples of org.jquantlib.cashflow.FixedRateCoupon.amount()


                a.floatingFixingDates.set(i, coupon.fixingDate());
                a.floatingAccrualTimes.set(i, coupon.accrualPeriod());
                a.floatingSpreads.set(i, coupon.spread());
                try {
                    a.floatingCoupons.set(i, coupon.amount());
                } catch (final Exception e) {
                    a.floatingCoupons.set(i, Constants.NULL_REAL);
                }
            }
        }

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Examples of org.jquantlib.cashflow.FixedRateCoupon.amount()


            for (int i=0; i<fixedCoupons.size(); i++) {
                final FixedRateCoupon coupon = (FixedRateCoupon) fixedCoupons.get(i);
                a.fixedPayDates.set(i, coupon.date());
                a.fixedResetDates.set(i, coupon.accrualStartDate());
                a.fixedCoupons.set(i, coupon.amount());
            }


            final Leg floatingCoupons = floatingLeg();


            a.floatingResetDates = new ArrayList<Date>(floatingCoupons.size());

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Examples of org.jquantlib.cashflow.FixedRateCoupon.amount()


                a.floatingFixingDates.set(i, coupon.fixingDate());
                a.floatingAccrualTimes.set(i, coupon.accrualPeriod());
                a.floatingSpreads.set(i, coupon.spread());
                try {
                    a.floatingCoupons.set(i, coupon.amount());
                } catch (final Exception e) {
                    a.floatingCoupons.set(i, Constants.NULL_REAL);
                }
            }
        }

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Examples of org.jquantlib.cashflow.IborCoupon.amount()


                a.floatingFixingDates.set(i, coupon.fixingDate());
                a.floatingAccrualTimes.set(i, coupon.accrualPeriod());
                a.floatingSpreads.set(i, coupon.spread());
                try {
                    a.floatingCoupons.set(i, coupon.amount());
                } catch (final Exception e) {
                    a.floatingCoupons.set(i, Constants.NULL_REAL);
                }
            }
        }

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Examples of org.jquantlib.cashflow.IborCoupon.amount()


                a.floatingFixingDates.set(i, coupon.fixingDate());
                a.floatingAccrualTimes.set(i, coupon.accrualPeriod());
                a.floatingSpreads.set(i, coupon.spread());
                try {
                    a.floatingCoupons.set(i, coupon.amount());
                } catch (final Exception e) {
                    a.floatingCoupons.set(i, Constants.NULL_REAL);
                }
            }
        }

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