Examples of referenceDate()

Examples of org.jquantlib.termstructures.YieldTermStructure.referenceDate()

237
238
239
240
241
242
243
244
245
246
247
    }

    @Override
    public final/* @Time */double time(final Date d) {
        final YieldTermStructure yts = riskFreeRate.currentLink();
        return yts.dayCounter().yearFraction(yts.referenceDate(), d);
    }

    //
    // implements Observer
    //
View Full Code Here

Examples of org.jquantlib.termstructures.volatilities.BlackConstantVol.referenceDate()

161
162
163
164
165
166
167
168
169
170
171
            // constant Black vol?
            if (BlackConstantVol.class.isAssignableFrom(klass)) {
                // ok, the local volatility is constant too.
                final BlackConstantVol constVol = (BlackConstantVol) blackVolatility.currentLink();
                localVolatility.linkTo(new LocalConstantVol(
                        constVol.referenceDate(),
                        constVol.blackVol(/*@Time*/0.0, /*@Real*/x0.currentLink().value()), constVol.dayCounter()));
                updated = true;
                return localVolatility;
            }

View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.