Package org.jquantlib.instruments

Examples of org.jquantlib.instruments.ForwardRateAgreement.forwardRate()

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            final ForwardRateAgreement fra = new ForwardRateAgreement(start, end, Position.Long,
                                      fraData[i].rate/100, 100.0,
                                      euribor3m, curveHandle);
            /*@Rate*/ final double expectedRate  = fraData[i].rate/100;
            /*@Rate*/ final double estimatedRate = fra.forwardRate().rate();
            if (Math.abs(expectedRate-estimatedRate) > tolerance) {
              throw new RuntimeException(
                  String.format("#%d %s %s %f %s %f",
                  i+1, " FRA failure:",
                            "\n  estimated rate: ", estimatedRate,
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