Examples of accruedAmount()


Examples of org.jquantlib.cashflow.Coupon.accruedAmount()

                    firstCouponFound = true;
                    nominal = cp.nominal();
                    accrualPeriod = cp.accrualPeriod();
                    dc = cp.dayCounter();
                }
                result += cp.accruedAmount(settlement);
            }

        }
        return result/notional(settlement)*100.0;
        //old implementation....
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Examples of org.jquantlib.cashflow.Coupon.accruedAmount()

                    firstCouponFound = true;
                    nominal = cp.nominal();
                    accrualPeriod = cp.accrualPeriod();
                    dc = cp.dayCounter();
                }
                result += cp.accruedAmount(settlement);
            }
        }
        return result/notional(settlement)*100.0;
    }

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Examples of org.jquantlib.instruments.bonds.FixedRateBond.accruedAmount()

              + " " + floatingRateBond.dirtyPrice()
              );
       
        System.out.println( "Accrued coupon  "
          + " " + zeroCouponBond.accruedAmount()
          + " " + fixedRateBond.accruedAmount()
          + " " + floatingRateBond.accruedAmount()
            );

        System.out.println( "Previous coupon "
          + " " + "N/A"  //zeroCouponBond
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Examples of org.jquantlib.instruments.bonds.FloatingRateBond.accruedAmount()

              );
       
        System.out.println( "Accrued coupon  "
          + " " + zeroCouponBond.accruedAmount()
          + " " + fixedRateBond.accruedAmount()
          + " " + floatingRateBond.accruedAmount()
            );

        System.out.println( "Previous coupon "
          + " " + "N/A"  //zeroCouponBond
          + " " + fixedRateBond.previousCoupon()
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Examples of org.jquantlib.instruments.bonds.ZeroCouponBond.accruedAmount()

              + " " + fixedRateBond.dirtyPrice()
              + " " + floatingRateBond.dirtyPrice()
              );
       
        System.out.println( "Accrued coupon  "
          + " " + zeroCouponBond.accruedAmount()
          + " " + fixedRateBond.accruedAmount()
          + " " + floatingRateBond.accruedAmount()
            );

        System.out.println( "Previous coupon "
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