Examples of fairLiborFraction()

Examples of org.jquantlib.instruments.BMASwap.fairLiborFraction()

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                               libor3m, libor3m.dayCounter(),
                               bmaSchedule, bma, vars.bmaDayCounter);
            swap.setPricingEngine(new DiscountingSwapEngine(libor3m.termStructure()));

            /*@Real*/ final double expectedFraction = bmaData[i].rate/100;
            /*@Real*/ final double estimatedFraction = swap.fairLiborFraction();
            /*@Real*/ final double error = Math.abs(expectedFraction-estimatedFraction);
            if (error > tolerance) {
              throw new RuntimeException(
                  String.format("%d %s %s %f %s %f %s %f %s %f",
                            bmaData[i].n, " year(s) BMA swap:\n",
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