Package org.jquantlib.pricingengines.bond

Examples of org.jquantlib.pricingengines.bond.DiscountingBondEngine.discountCurve()


        final DiscountingBondEngine discountingBondEngine = (DiscountingBondEngine)engine;

        return dirtyPriceFromZSpreadFunction(notional(settlement), cashflows_,
                zSpread, dc, comp, freq,
                settlement,
                discountingBondEngine.discountCurve());
    }

    /**
     * @see Bond#dirtyPriceFromZSpread(double, DayCounter, Compounding,
     *      Frequency, Date) using today's date as settlement date.
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        QL.require(DiscountingBondEngine.class.isAssignableFrom(engine.getClass()), ReflectConstants.WRONG_ARGUMENT_TYPE); // QA:[RG]::verified
        final DiscountingBondEngine discountingBondEngine = (DiscountingBondEngine)engine;

        return dirtyPriceFromZSpreadFunction(notional(settlement), cashflows_,
                zSpread, dc, comp, freq, settlement,
                discountingBondEngine.discountCurve());
    }

    /**
     * @see Bond#dirtyPriceFromZSpread(double, DayCounter, Compounding,
     *      Frequency, Date) using today's date as settlement date.
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