Examples of JPYCurrency

Examples of org.jquantlib.currencies.Asia.JPYCurrency

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    public JpyLiborSwapIsdaFixPm(final Period tenor, final Handle<YieldTermStructure> h) {
        super( "JpyLiborSwapIsdaFixPm",
                tenor,
                2, // settlement days
                new JPYCurrency(),
                new Target(),
                new Period(6,TimeUnit.Months),
                BusinessDayConvention.ModifiedFollowing,
                new ActualActual(ActualActual.Convention.ISDA),
                new JPYLibor(new Period(6,TimeUnit.Months), h)
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Examples of org.jquantlib.currencies.Asia.JPYCurrency

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  }

  public JPYLibor(final Period tenor,
      final Handle<YieldTermStructure> h) {
    super("JPYLibor", tenor, 0,
        new JPYCurrency(),
        new Japan(),
        new Actual360(), h);
  }
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Examples of org.jquantlib.currencies.Asia.JPYCurrency

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  }

  public DailyTenorJPYLibor(final int settlementDays,
      final Handle<YieldTermStructure> h) {
    super("JPYLibor", settlementDays,
        new JPYCurrency(),
        new Japan(),
        new Actual360(), h);
  }
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Examples of org.jquantlib.currencies.Asia.JPYCurrency

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  }

  public Tibor(final Period tenor,
      final Handle<YieldTermStructure> h) {
    super("Tibor", tenor, 0,
        new JPYCurrency(),
        new Japan(),
        BusinessDayConvention.ModifiedFollowing,
        false,
        new Actual365Fixed(),
        h);
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Examples of org.jquantlib.currencies.Asia.JPYCurrency

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    public JpyLiborSwapIsdaFixAm(final Period tenor, final Handle<YieldTermStructure> h) {
        super( "JpyLiborSwapIsdaFixAm",
                tenor,
                2, // settlement days
                new JPYCurrency(),
                new Target(),
                new Period(6,TimeUnit.Months),
                BusinessDayConvention.ModifiedFollowing,
                new ActualActual(ActualActual.Convention.ISDA),
                new JPYLibor(new Period(6,TimeUnit.Months), h)
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