Package org.jquantlib.indexes

Examples of org.jquantlib.indexes.Euribor365_3M


        /*********************
         ***  MARKET DATA  ***
         *********************/

        final RelinkableHandle<YieldTermStructure> euriborTermStructure = new RelinkableHandle<YieldTermStructure>();
        final Handle<IborIndex> euribor3m = new Handle<IborIndex>(new Euribor365_3M(euriborTermStructure));

        final Date todaysDate = new Date(23, Month.May, 2006);
        new Settings().setEvaluationDate(todaysDate);

        final Calendar calendar = euribor3m.currentLink().fixingCalendar();
View Full Code Here

TOP

Related Classes of org.jquantlib.indexes.Euribor365_3M

Copyright © 2018 www.massapicom. 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.