Package org.jquantlib.cashflow

Examples of org.jquantlib.cashflow.Coupon.accrualStartDate()


                    lastDate = cashflows.get(i - 1).date().clone();
                } else {
                    final Object cpnObj = cashflows.get(i);
                  final Coupon coupon = Coupon.class.isAssignableFrom(cpnObj.getClass()) ? (Coupon)cpnObj : null;
                    if (coupon != null) {
                        lastDate = coupon.accrualStartDate().clone();
                    } else {
                        lastDate = couponDate.sub(new Period(1, TimeUnit.Years));
                    }
                }
                discount *= y.discountFactor(settlement, couponDate, lastDate, couponDate);
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