Package org.jquantlib.cashflow

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

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            if (cp != null) {
                if (firstCouponFound) {
                    assert(nominal       == cp.nominal() &&
                            accrualPeriod == cp.accrualPeriod() &&
                            //FIXME: implement equals for dayCounters!
                            dc.getClass()            == cp.dayCounter().getClass()):
                                "cannot aggregate accrued amount of two " +
                                "different coupons on "+ paymentDate.toString();
                } else {
                    firstCouponFound = true;
                    nominal = cp.nominal();
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                                "different coupons on "+ paymentDate.toString();
                } else {
                    firstCouponFound = true;
                    nominal = cp.nominal();
                    accrualPeriod = cp.accrualPeriod();
                    dc = cp.dayCounter();
                }
                result += cp.accruedAmount(settlement);
            }

        }
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            final Coupon cp = Coupon.class.isAssignableFrom(flow.getClass()) ? (Coupon)flow : null;
            if (cp != null) {
                if (firstCouponFound) {
                    QL.require(nominal == cp.nominal() &&
                            accrualPeriod == cp.accrualPeriod() &&
                            dc.equals(cp.dayCounter()),
                                "cannot aggregate accrued amount of two " +
                                "different coupons on " + paymentDate.toString());
                } else {
                    firstCouponFound = true;
                    nominal = cp.nominal();
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                                "different coupons on " + paymentDate.toString());
                } else {
                    firstCouponFound = true;
                    nominal = cp.nominal();
                    accrualPeriod = cp.accrualPeriod();
                    dc = cp.dayCounter();
                }
                result += cp.accruedAmount(settlement);
            }
        }
        return result/notional(settlement)*100.0;
 
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