List of dayCounter() Examples

                    new Date(1,Month.January,2007), cashflows);


          final double cachedPrice = prices[bondIndex];


          final double price = faceAmount*bond.dirtyPrice(yield.rate(),
                                                       yield.dayCounter(),
                                                       yield.compounding(),
                                                       yield.frequency(),
                                                       today)/100;
          if (Math.abs(price-cachedPrice) > tolerance) {
              fail("failed to reproduce cached price:\n"

Examples of org.jquantlib.termstructures.YieldTermStructure.dayCounter()

    }


    @Override
    public final/* @Time */double time(final Date d) {
        final YieldTermStructure yts = riskFreeRate.currentLink();
        return yts.dayCounter().yearFraction(yts.referenceDate(), d);
    }


    //
    // implements Observer
    //

Examples of org.jquantlib.termstructures.volatilities.BlackConstantVol.dayCounter()

            if (BlackConstantVol.class.isAssignableFrom(klass)) {
                // ok, the local volatility is constant too.
                final BlackConstantVol constVol = (BlackConstantVol) blackVolatility.currentLink();
                localVolatility.linkTo(new LocalConstantVol(
                        constVol.referenceDate(),
                        constVol.blackVol(/*@Time*/0.0, /*@Real*/x0.currentLink().value()), constVol.dayCounter()));
                updated = true;
                return localVolatility;
            }


            // ok, so it's not constant. Maybe it's strike-independent?

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Examples of dayCounter()

Examples of org.jquantlib.termstructures.InterestRate.dayCounter()

Examples of org.jquantlib.termstructures.YieldTermStructure.dayCounter()

Examples of org.jquantlib.termstructures.volatilities.BlackConstantVol.dayCounter()