Package org.jquantlib.instruments.bonds

Examples of org.jquantlib.instruments.bonds.FixedRateBond.cleanPrice()

617
618
619
620
621
622
623
624
625
626
627
      final PricingEngine bondEngine = new DiscountingBondEngine(discountCurve);
      bond1.setPricingEngine(bondEngine);

      final double cachedPrice1 = 99.298100;

      double price = bond1.cleanPrice();
      if (Math.abs(price-cachedPrice1) > tolerance) {
          fail("failed to reproduce cached price:\n"
                     + "    calculated: " + price + "\n"
                     + "    expected:   " + cachedPrice1 + "\n"
                     + "    error:      " + (price-cachedPrice1));
View Full Code Here
639
640
641
642
643
644
645
646
647
648
649
      bond2.setPricingEngine(bondEngine);

      final double cachedPrice2 = 100.334149;

      price = bond2.cleanPrice();
      if (Math.abs(price-cachedPrice2) > tolerance) {
          fail("failed to reproduce cached price:\n"
                     + "    calculated: " + price + "\n"
                     + "    expected:   " + cachedPrice2 + "\n"
                     + "    error:      " + (price-cachedPrice2));
View Full Code Here
665
666
667
668
669
670
671
672
673
674
675
      bond3.setPricingEngine(bondEngine);

      final double cachedPrice3 = 100.382794;

      price = bond3.cleanPrice();
      if (Math.abs(price-cachedPrice3) > tolerance) {
          fail("failed to reproduce cached price:\n"
                     + "    calculated: " + price + "\n"
                     + "    expected:   " + cachedPrice3 + "\n"
                     + "    error:      " + (price-cachedPrice3));
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.