List of discountFactor() Examples

Examples of discountFactor()

org.jquantlib.termstructures.InterestRate.discountFactor()
@return discount factor implied by the rate compounded at time t. @param t time must be measured using InterestRate's own day counter. @category discount/compound factor calculations

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

                        lastDate = ((Coupon) coupon).accrualStartDate();
                    } else {
                        lastDate = couponDate.sub(new Period(1, TimeUnit.Years));
                    }
                }
                discount *= y.discountFactor(settlement, couponDate, lastDate,
                        couponDate);
            } else {
                discount *= y.discountFactor(lastDate, couponDate);
            }
            lastDate = couponDate;

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

                    }
                }
                discount *= y.discountFactor(settlement, couponDate, lastDate,
                        couponDate);
            } else {
                discount *= y.discountFactor(lastDate, couponDate);
            }
            lastDate = couponDate;


            price += amount * discount;
        }

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

                        lastDate = coupon.accrualStartDate().clone();
                    } else {
                        lastDate = couponDate.sub(new Period(1, TimeUnit.Years));
                    }
                }
                discount *= y.discountFactor(settlement, couponDate, lastDate, couponDate);
            } else {
                discount *= y.discountFactor(lastDate, couponDate);
            }
            lastDate = couponDate.clone();

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

                        lastDate = couponDate.sub(new Period(1, TimeUnit.Years));
                    }
                }
                discount *= y.discountFactor(settlement, couponDate, lastDate, couponDate);
            } else {
                discount *= y.discountFactor(lastDate, couponDate);
            }
            lastDate = couponDate.clone();


            price += amount * discount;
        }

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