Package org.jquantlib.termstructures

Examples of org.jquantlib.termstructures.InterestRate.discountFactor()


                        lastDate = ((Coupon) coupon).accrualStartDate();
                    } else {
                        lastDate = couponDate.sub(new Period(1, TimeUnit.Years));
                    }
                }
                discount *= y.discountFactor(settlement, couponDate, lastDate,
                        couponDate);
            } else {
                discount *= y.discountFactor(lastDate, couponDate);
            }
            lastDate = couponDate;
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                    }
                }
                discount *= y.discountFactor(settlement, couponDate, lastDate,
                        couponDate);
            } else {
                discount *= y.discountFactor(lastDate, couponDate);
            }
            lastDate = couponDate;

            price += amount * discount;
        }
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                        lastDate = coupon.accrualStartDate().clone();
                    } else {
                        lastDate = couponDate.sub(new Period(1, TimeUnit.Years));
                    }
                }
                discount *= y.discountFactor(settlement, couponDate, lastDate, couponDate);
            } else {
                discount *= y.discountFactor(lastDate, couponDate);
            }
            lastDate = couponDate.clone();

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                        lastDate = couponDate.sub(new Period(1, TimeUnit.Years));
                    }
                }
                discount *= y.discountFactor(settlement, couponDate, lastDate, couponDate);
            } else {
                discount *= y.discountFactor(lastDate, couponDate);
            }
            lastDate = couponDate.clone();

            price += amount * discount;
        }
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