Examples of addFixing()

Examples of org.jquantlib.indexes.BMAIndex.addFixing()

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        }

        final Weekday w = vars.today.weekday();
        final Date lastWednesday = (w.ordinal() >= 4) ? vars.today.sub(w.ordinal() - 4) : vars.today.add(4 - w.ordinal() - 7);
        final Date lastFixing = bmaIndex.fixingCalendar().adjust(lastWednesday);
        bmaIndex.addFixing(lastFixing, 0.03);

        vars.termStructure = new PiecewiseYieldCurve<T,I,B>(
                      classT, classI, classB,
                      vars.settlement, vars.bmaHelpers,
                                    new Actual360(),
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Examples of org.jquantlib.indexes.Euribor6M.addFixing()

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      final Flag f = new Flag();
      vars.termStructure.addObserver(f);
      f.lower();

      index.addFixing(vars.today, 0.0425);

      if (!f.isUp())
          throw new RuntimeException("Observer was not notified of rate fixing");

      for (int i=0; i<vars.swaps; i++) {
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Examples of org.jquantlib.indexes.IborIndex.addFixing()

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         // Floating rate bond (3M USD Libor + 0.1%)
         // Should and will be priced on another curve later...
       
         final RelinkableHandle<YieldTermStructure> liborTermStructure = new RelinkableHandle<YieldTermStructure>();
         final IborIndex libor3m =  new USDLibor(new Period(3, TimeUnit.Months), liborTermStructure);
         libor3m.addFixing(new Date(17, Month.July, 2008), 0.0278625);
       
         final Schedule floatingBondSchedule = new Schedule(
                     new Date(21, Month.October, 2005),
                     new Date(21, Month.October, 2010), new Period(Frequency.Quarterly),
                     new UnitedStates(UnitedStates.Market.NYSE),
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Examples of org.jquantlib.indexes.IborIndex.addFixing()

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      final Flag f = new Flag();
      vars.termStructure.addObserver(f);
      f.lower();

      index.addFixing(vars.today, 0.0425);

      if (!f.isUp())
          throw new RuntimeException("Observer was not notified of rate fixing");

      for (int i=0; i<vars.swaps; i++) {
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Examples of org.jquantlib.indexes.ibor.USDLibor.addFixing()

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         // Floating rate bond (3M USD Libor + 0.1%)
         // Should and will be priced on another curve later...
       
         final RelinkableHandle<YieldTermStructure> liborTermStructure = new RelinkableHandle<YieldTermStructure>();
         final IborIndex libor3m =  new USDLibor(new Period(3, TimeUnit.Months), liborTermStructure);
         libor3m.addFixing(new Date(17, Month.July, 2008), 0.0278625);
       
         final Schedule floatingBondSchedule = new Schedule(
                     new Date(21, Month.October, 2005),
                     new Date(21, Month.October, 2010), new Period(Frequency.Quarterly),
                     new UnitedStates(UnitedStates.Market.NYSE),
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