Package org.jquantlib.indexes

Examples of org.jquantlib.indexes.Euribor.dayCounter()

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                instruments[i] = new
                    DepositRateHelper(r, new Period(depositData[i].n,depositData[i].units),
                                      euribor6m.fixingDays(), calendar,
                                      euribor6m.businessDayConvention(),
                                      euribor6m.endOfMonth(),
                                      euribor6m.dayCounter());
            }

            for (int i=0; i<swaps; i++) {
                final Handle<Quote> r = new Handle<Quote>(rates[i+deposits]);
                instruments[i+deposits] = new
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                    FraRateHelper(r, fraData[i].n, fraData[i].n + 3,
                                  euribor3m.fixingDays(),
                                  euribor3m.fixingCalendar(),
                                  euribor3m.businessDayConvention(),
                                  euribor3m.endOfMonth(),
                                  euribor3m.dayCounter());
            }

            for (int i=0; i<bonds; i++) {
                final Handle<Quote> p = new Handle<Quote>(prices[i]);
                final Date maturity = calendar.advance(today, bondData[i].n, bondData[i].units);
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