Package org.jquantlib.currencies

Examples of org.jquantlib.currencies.Currency

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    QL.validateExperimentalMode();
   
    iborIndex = new IborIndex(
        "no-fix", // never take fixing into account
        i.tenor(), i.fixingDays(), new Currency(), i.fixingCalendar(),
        i.businessDayConvention(), i.endOfMonth(), i.dayCounter(),
        this.termStructureHandle);

    initializeDates();
  }
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    QL.validateExperimentalMode();
   
    iborIndex = new IborIndex(
        "no-fix", // never take fixing into account
        i.tenor(), i.fixingDays(), new Currency(), i.fixingCalendar(),
        i.businessDayConvention(), i.endOfMonth(), i.dayCounter(),
        this.termStructureHandle);

    initializeDates();
  }
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    QL.validateExperimentalMode();

    iborIndex = new IborIndex(
        "no-fix", // never take fixing into account
        new Period(lengthInMonths, TimeUnit.Months), fixingDays,
        new Currency(), calendar, convention, endOfMonth, dayCounter,
        this.termStructureHandle);

    initializeDates();

  }
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    QL.validateExperimentalMode();

    iborIndex = new IborIndex(
        "no-fix", // never take fixing into account
        new Period(lengthInMonths, TimeUnit.Months), fixingDays,
        new Currency(), calendar, convention, endOfMonth, dayCounter,
        this.termStructureHandle);
    initializeDates();

  }
View Full Code Here
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    QL.validateExperimentalMode();

    iborIndex = new IborIndex(
        "no-fix",// never take fixing into account
        i.tenor(), i.fixingDays(), new Currency(), i.fixingCalendar(),
        i.businessDayConvention(), i.endOfMonth(), i.dayCounter(),
        this.termStructureHandle);

    initializeDates();
View Full Code Here
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    QL.validateExperimentalMode();

    iborIndex = new IborIndex(
        "no-fix",// never take fixing into account
        i.tenor(), i.fixingDays(), new Currency(), i.fixingCalendar(),
        i.businessDayConvention(), i.endOfMonth(), i.dayCounter(),
        this.termStructureHandle);

    initializeDates();
View Full Code Here
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    @Ignore
    @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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    @Ignore
    @Test
    public void testNone() {
        QL.info("Testing money arithmetic without conversions...");
        final Currency EUR = new EURCurrency();
        final Money m1 = Money.multiple( 50000.0, EUR);
        final Money m2 = Money.multiple(100000.0, EUR);
        final Money m3 = Money.multiple(500000.0, EUR);

        Money.conversionType = Money.ConversionType.NoConversion;
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Related Classes of org.jquantlib.currencies.Currency

  • org.jquantlib.termstructures.yieldcurves.DepositRateHelper
  • org.jquantlib.termstructures.yieldcurves.FraRateHelper
  • org.jquantlib.testsuite.money.MoneyTest
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