Examples of ImpliedTermStructure


Examples of org.jquantlib.termstructures.yieldcurves.ImpliedTermStructure

        //===========================================ImpliedTermStructure============================

        //As the name suggests the implied termstructure holds a reference to an underlying tremstructure and gives the same calulated values
        //as the underlying termstructure.Here the FlatForward termstructure instantiated right at the top has been taken as an underlying.
        final YieldTermStructure impliedTermStructure = new ImpliedTermStructure(new RelinkableHandle<YieldTermStructure>(flatforward), today);
        //TODO as the code has to be updated for the implied term structure.

        //===========================================InterpolatedDiscountCurve=======================
        //TODO as the code has to be updated for the InterpolatedDiscountCurve
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.