134135136137138139140141142143
//Let's change the dateToday to current date today.subAssign(1); System.out.println("Today's date dateToday has been updated to = "+today); clock.stopClock(); clock.log(); } }
9596979899100101102103104105
hedgesNum = 84; rp.compute(hedgesNum, scenarios); clock.stopClock(); clock.log(); } catch(final Exception ex){ ex.printStackTrace(); //QL.info(ex.getMessage());
603604605606607608609610611
/* "Yield to Price" "Price to Yield" */ clock.stopClock(); clock.log(); } }
209210211212213214215216
if(listOfHoliDays.equals(holidayListObtainedUsingCalAPI)){ System.out.println("Lists listOfHoliDays and holidayListObtainedUsingCalAPI of joint calendar are same"); } clock.stopClock(); clock.log(); } }
737475767778798081
new Settings().setEvaluationDate(todaysDate); // TODO: code review :: please verify against QL/C++ code clock.stopClock(); clock.log(); } }
321322323324325326327328329330
// .withTolerance(0.02) // . withSeed(mcSeed); // System.out.printf(fmt, method, europeanOption.NPV(), Double.NaN, Double.NaN); clock.stopClock(); clock.log(); } }
160161162163164165166167168
//Calculating covariance of the process final Matrix covariance = process.covariance(process.time(date18.clone()), new Array(1).fill(5.6), 0.01); System.out.println("Covariance = "+covariance.get(0, 0)); clock.stopClock(); clock.log(); } }
415416417418419420421422423
//TODO // System.out.println("//================================LocalVolSurface========================================"); clock.stopClock(); clock.log(); } }
275276277278279280281282283
americanBond.setPricingEngine(engine); System.out.printf(fmt, method, europeanBond.NPV(), americanBond.NPV() ); clock.stopClock(); clock.log(); } }
119120121122123124125126127128
//TODO as the code has to be updated for the PiecewiseYieldDiscountCurve clock.stopClock(); clock.log(); } }