Examples of GBPCurrency

Examples of org.jquantlib.currencies.Europe.GBPCurrency

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    public GbpLiborSwapIsdaFix(final Period tenor, final Handle<YieldTermStructure> h) {
        super( "GbpLiborSwapIsdaFix",
                tenor,
                2, // settlement days
                new GBPCurrency(),
                new Target(),
                tenor.gt(new Period(1,TimeUnit.Years)) ? new Period(6,TimeUnit.Months):
                                     new Period(1,TimeUnit.Years),
                BusinessDayConvention.ModifiedFollowing,
                new Actual365Fixed(),
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Examples of org.jquantlib.currencies.Europe.GBPCurrency

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              revised,
              interpolated,
              true,
              frequency,
              new Period(2, TimeUnit.Months),
              new GBPCurrency(),
              termStructure);
     
    }   
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Examples of org.jquantlib.currencies.Europe.GBPCurrency

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              revised,
              interpolated,
              false,
              frequency,
              new Period(2, TimeUnit.Months),
              new GBPCurrency(),
              termStructure);
     
    }   
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Examples of org.jquantlib.currencies.Europe.GBPCurrency

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              new UKRegion(),
              revised,
              interpolated,
              frequency,
              new Period(2, TimeUnit.Months),
              new GBPCurrency(),
              termStructure);
     
    }
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Examples of org.jquantlib.currencies.Europe.GBPCurrency

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  }

  public GBPLibor(final Period tenor,
      final Handle<YieldTermStructure> h) {
    super("GBPLibor", tenor, 0,
        new GBPCurrency(),
        new UnitedKingdom(UnitedKingdom.Market.Exchange),
        new Actual365Fixed(), h);
  }
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Examples of org.jquantlib.currencies.Europe.GBPCurrency

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  }

  public DailyTenorGBPLibor(final int settlementDays,
      final Handle<YieldTermStructure> h) {
    super("GBPLibor", settlementDays,
        new GBPCurrency(),
        new UnitedKingdom(UnitedKingdom.Market.Exchange),
        new Actual365Fixed(), h);
  }
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Examples of org.jquantlib.currencies.Europe.GBPCurrency

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    @Test
    public void testBaseCurrency(){
        QL.info("Testing money arithmetic with conversion to base currency...");

        final Currency EUR = new EURCurrency();
        final Currency GBP = new GBPCurrency();
        final Currency USD = new USDCurrency();

        final Money m1 = Money.multiple(50000.0,GBP);
        final Money m2 = Money.multiple(100000.0 , EUR);
        final Money m3 = Money.multiple(500000.0 , USD);
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