Package org.jquantlib.termstructures.yieldcurves

Examples of org.jquantlib.termstructures.yieldcurves.ZeroSpreadedTermStructure.discount()


            if (cashflows.get(i).hasOccurred(settlement)) {
                continue;
            }
            final Date couponDate = cashflows.get(i).date();
            /* @Real */final double amount = cashflows.get(i).amount();
            price += amount * spreadedCurve.discount(couponDate);
        }
        price /= spreadedCurve.discount(settlement);
        return price / faceAmount * 100.0;
    }

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            }
            final Date couponDate = cashflows.get(i).date();
            /* @Real */final double amount = cashflows.get(i).amount();
            price += amount * spreadedCurve.discount(couponDate);
        }
        price /= spreadedCurve.discount(settlement);
        return price / faceAmount * 100.0;
    }



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            if (cashflows.get(i).hasOccurred(settlement)) {
                continue;
            }
            final Date couponDate = cashflows.get(i).date();
            /* @Real */final double amount = cashflows.get(i).amount();
            price += amount * spreadedCurve.discount(couponDate);
        }
        price /= spreadedCurve.discount(settlement);
        return price / faceAmount * 100.0;
    }

View Full Code Here

            }
            final Date couponDate = cashflows.get(i).date();
            /* @Real */final double amount = cashflows.get(i).amount();
            price += amount * spreadedCurve.discount(couponDate);
        }
        price /= spreadedCurve.discount(settlement);
        return price / faceAmount * 100.0;
    }



View Full Code Here

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