/*********************
*** MARKET DATA ***
*********************/
final RelinkableHandle<YieldTermStructure> euriborTermStructure = new RelinkableHandle<YieldTermStructure>();
final Handle<IborIndex> euribor3m = new Handle<IborIndex>(new Euribor365_3M(euriborTermStructure));
final Date todaysDate = new Date(23, Month.May, 2006);
new Settings().setEvaluationDate(todaysDate);
final Calendar calendar = euribor3m.currentLink().fixingCalendar();