Examples of org.jquantlib.cashflow.SimpleCashFlow

org.jquantlib.cashflow.SimpleCashFlow
Predetermined cash flow
This cash flow pays a predetermined amount at a given date. @author John Nichol

              new FixedRateLeg(schedule, new Actual360())
              .withNotionals(faceAmount)
              .withCouponRates(couponRates)
              .withPaymentAdjustment(BusinessDayConvention.ModifiedFollowing).Leg();
          // redemption
          cashflows.add(new SimpleCashFlow(faceAmount, cashflows.last().date()));


          final Bond bond = new Bond(settlementDays, new Brazil(Brazil.Market.SETTLEMENT),
                    faceAmount, cashflows.last().date(),
                    new Date(1,Month.January,2007), cashflows);

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        redemptions_.clear();
        for (int i=1; i<notionalSchedule_.size(); ++i) {
            final /*@Real*/ double R = (i < redemptions.length) ? redemptions[i] :
                !(redemptions.length == 0) ? redemptions[redemptions.length-1] : 100.0;
                final /*@Real*/ double amount = (R/100.0)*(notionals_.get(i-1)-notionals_.get(i));
                final CashFlow  redemption = new SimpleCashFlow(amount, notionalSchedule_.get(i));
                cashflows_.add(redemption);
                redemptions_.add(redemption);
        }
        // stable_sort now moves the redemptions to the right places
        // while ensuring that they follow coupons with the same date.

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        notionals_.add( notional);


        notionalSchedule_.add(date);
        notionals_.add(0.0);


        final CashFlow redemptionCashflow =  new SimpleCashFlow(notional*redemption/100.0, date);
        cashflows_.add(redemptionCashflow);
        redemptions_.add(redemptionCashflow);
    }

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        redemptions_.clear();
        for (int i=1; i<notionalSchedule_.size(); ++i) {
            final double R = i < redemptions.size() ? redemptions.get(i) :
                  !redemptions.isEmpty() ? redemptions.get(redemptions.size()-1) : 100.0;
            final double amount = (R/100.0)*(notionals_.get(i-1)-notionals_.get(i));
            final CashFlow  redemption = new SimpleCashFlow(amount, notionalSchedule_.get(i));
            cashflows_.add(redemption);
            redemptions_.add(redemption);
        }
        // stable_sort now moves the redemptions to the right places
        // while ensuring that they follow coupons with the same date.

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        notionals_.add( notional);


        notionalSchedule_.add(date);
        notionals_.add(0.0);


        final CashFlow redemptionCashflow =  new SimpleCashFlow(notional*redemption/100.0, date);
        cashflows_.add(redemptionCashflow);
        redemptions_.add(redemptionCashflow);
    }

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              new FixedRateLeg(schedule, new Actual360())
              .withNotionals(faceAmount)
              .withCouponRates(couponRates)
              .withPaymentAdjustment(BusinessDayConvention.ModifiedFollowing).Leg();
          // redemption
          cashflows.add(new SimpleCashFlow(faceAmount, cashflows.last().date()));


          final Bond bond = new Bond(settlementDays, new Brazil(Brazil.Market.SETTLEMENT),
                    faceAmount, cashflows.last().date(),
                    new Date(1,Month.January,2007), cashflows);

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Related Classes of org.jquantlib.cashflow.SimpleCashFlow

org.jquantlib.instruments.Bond

org.jquantlib.testsuite.instruments.BondTest

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