Package org.jquantlib.termstructures.yieldcurves

Examples of org.jquantlib.termstructures.yieldcurves.ForwardSpreadedTermStructure.forwardRate()


        //Calculating discount factor.This termstructure adds the spread as specified by the spread quote and then calculates the discount.
        System.out.println("The discount factor for the date 30 days from today is = "+forwardSpreadedTermStructure.discount(date30.clone()));

        //Calculating forward rate.This termstructure adds the spread as specified by the spread quote and then calculates the discount.
        System.out.println("The forward rate between the date 30 days from today to 50 days from today is = "+forwardSpreadedTermStructure.forwardRate(date30.clone(), date50.clone(), new Actual365Fixed(), Compounding.Continuous).rate());

        //Calculating parRate for the dates(as used in the FlatForward case) as shown below-
        System.out.println("The par rate for the bond having coupon dates as shown above is = "+forwardSpreadedTermStructure.parRate(dates, Frequency.Semiannual, false));

        //Calculating zero rate.This termstructure adds the spread as specified by the spread quote and then calculates the discount.
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