Package org.jquantlib.indexes.ibor

Examples of org.jquantlib.indexes.ibor.USDLibor.endOfMonth()

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            final Schedule liborSchedule = new MakeSchedule(vars.settlement,
                                                      vars.settlement.add(tenor),
                                                      libor3m.tenor(),
                                                      libor3m.fixingCalendar(),
                                                      libor3m.businessDayConvention())
                                      .endOfMonth(libor3m.endOfMonth())
                                      .backwards()
                                      .schedule();


            final BMASwap swap = new BMASwap(BMASwap.Type.Payer, 100.0,
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