Examples of CHFLibor


Examples of org.jquantlib.indexes.ibor.CHFLibor

                new CHFCurrency(),
                new Target(),
                new Period(1,TimeUnit.Years),
                BusinessDayConvention.ModifiedFollowing,
                new Thirty360(Thirty360.Convention.BondBasis),
                tenor.gt(new Period(1,TimeUnit.Years)) ? new CHFLibor(new Period(6,TimeUnit.Months), h):
                                      new CHFLibor(new Period(3,TimeUnit.Months), h)
                   
                );
        }
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.