Package org.jquantlib.time

Examples of org.jquantlib.time.Schedule.date()

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        for(int i=0; i<callLength.length; i++){
            callability.add(
                    new SoftCallability(
                        new Callability.Price(callPrices[i], Callability.Price.Type.Clean),
                        schedule.date(callLength[i]),
                        1.20));
        }

        for (int j=0; j<putLength.length; j++) {
            callability.add(
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        for (int j=0; j<putLength.length; j++) {
            callability.add(
                    new Callability(
                            new Callability.Price(putPrices[j],Callability.Price.Type.Clean),
                            Callability.Type.Put,
                            schedule.date(putLength[j])));
        }

        // Assume dividends are paid every 6 months.
        for (final Date d = today.add(new Period(6, TimeUnit.Months)); d.lt(exerciseDate); d.addAssign(new Period(6, TimeUnit.Months))) {
            dividends.add(new FixedDividend(1.0, d));
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