Examples of SoftCallability


Examples of org.jquantlib.instruments.bonds.SoftCallability

        final double[] callPrices = {101.5, 100.85};
        final double[] putPrices = { 105.0 };

        for(int i=0; i<callLength.length; i++){
            callability.add(
                    new SoftCallability(
                        new Callability.Price(callPrices[i], Callability.Price.Type.Clean),
                        schedule.date(callLength[i]),
                        1.20));
        }
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