Package org.jquantlib.time.calendars

Examples of org.jquantlib.time.calendars.Switzerland

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  public Zibor(final Period tenor,
      final Handle<YieldTermStructure> h) {
    super("Zibor", tenor, 2,
        new CHFCurrency(),
        new Switzerland(),
        BusinessDayConvention.ModifiedFollowing,
        false,
        new Actual360(),
        h);
  }
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  public DailyTenorCHFLibor(final int settlementDays,
      final Handle<YieldTermStructure> h) {
    super("CHFLibor", settlementDays,
        new CHFCurrency(),
        new Switzerland(),
        new Actual360(), h);
  }
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  public CHFLibor(final Period tenor,
      final Handle<YieldTermStructure> h) {
    super("CHFLibor", tenor, 2,
        new CHFCurrency(),
        new Switzerland(),
        new Actual360(), h);
  }
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  @Test
  public void testSwitzerlandSWXCalendar() {

    QL.info("\n\n=== Switzerland SWX Calendar ===");

    final Calendar c = new Switzerland();

    testSwitzerlandCalendar(c);
  }
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Related Classes of org.jquantlib.time.calendars.Switzerland

  • org.jquantlib.indexes.ibor.CHFLibor
  • org.jquantlib.indexes.ibor.DailyTenorCHFLibor
  • org.jquantlib.indexes.ibor.Zibor
  • org.jquantlib.testsuite.calendars.SwitzerlandCalendarTest
  • org.jquantlib.time.Calendar
  • org.jquantlib.time.Month
  • org.jquantlib.time.Weekday
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