Package org.jquantlib.indexes

Examples of org.jquantlib.indexes.Euribor1Y


          + "\n    error:      " + error);
    }

    // floating-rate

    final IborIndex index = new Euribor1Y(discountCurve);
    final int fixingDays = 2;
    final Array gearings = new Array(1).fill(1.0);
    final Array spreadsArr = new Array(0);
    final double[] spreads = { 0 };
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Related Classes of org.jquantlib.indexes.Euribor1Y

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