Package org.jquantlib.cashflow

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

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            initialValues_.set(i, coupon.rate());
            accrualPeriod_.set(i, coupon.accrualPeriod());

            fixingDates_.set(i, coupon.fixingDate());
            fixingTimes_.set(i, dayCounter.yearFraction(startDate, coupon.fixingDate()));
            accrualStartTimes_.set(i, dayCounter.yearFraction(settlement, coupon.accrualStartDate()));
            accrualEndTimes_.set(i, dayCounter.yearFraction(settlement, coupon.accrualEndDate()));
        }
    }

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            a.floatingSpreads = new ArrayList</*@Spread*/ Double>(floatingCoupons.size());
            a.floatingCoupons = new ArrayList</*@Real*/ Double>(floatingCoupons.size());
            for (int i=0; i<floatingCoupons.size(); ++i) {
                final IborCoupon coupon = (IborCoupon) floatingCoupons.get(i);

                a.floatingResetDates.set(i, coupon.accrualStartDate());
                a.floatingPayDates.set(i, coupon.date());

                a.floatingFixingDates.set(i, coupon.fixingDate());
                a.floatingAccrualTimes.set(i, coupon.accrualPeriod());
                a.floatingSpreads.set(i, coupon.spread());
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            initialValues_.set(i, coupon.rate());
            accrualPeriod_.set(i, coupon.accrualPeriod());

            fixingDates_.set(i, coupon.fixingDate());
            fixingTimes_.set(i, dayCounter.yearFraction(startDate, coupon.fixingDate()));
            accrualStartTimes_.set(i, dayCounter.yearFraction(settlement, coupon.accrualStartDate()));
            accrualEndTimes_.set(i, dayCounter.yearFraction(settlement, coupon.accrualEndDate()));
        }
    }

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            a.floatingSpreads = new ArrayList</*@Spread*/ Double>(floatingCoupons.size());
            a.floatingCoupons = new ArrayList</*@Real*/ Double>(floatingCoupons.size());
            for (int i=0; i<floatingCoupons.size(); ++i) {
                final IborCoupon coupon = (IborCoupon) floatingCoupons.get(i);

                a.floatingResetDates.set(i, coupon.accrualStartDate());
                a.floatingPayDates.set(i, coupon.date());

                a.floatingFixingDates.set(i, coupon.fixingDate());
                a.floatingAccrualTimes.set(i, coupon.accrualPeriod());
                a.floatingSpreads.set(i, coupon.spread());
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