Examples of date()


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

                // ...and store the candidate for this one.
                lastPaymentDate = coupon.date();
            } else {
                // otherwise, we just extend the valid range of dates
                // for the current notional.
                lastPaymentDate = coupon.date();
            }
        }
        assert!notionals_.isEmpty(): "no coupons provided";
        notionals_.add(0.0);
        notionalSchedule_.add(lastPaymentDate);
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Examples of org.jquantlib.cashflow.Coupon.date()

            }
            final double notional = coupon.nominal();
            // we add the notional only if it is the first one...
            if (notionals_.isEmpty()) {
                notionals_.add(coupon.nominal());
                lastPaymentDate = coupon.date().clone();
            } else if (!Closeness.isClose(notional, notionals_.get(notionals_.size() -1 ))) {
                // ...or if it has changed.
                QL.require(notional < notionals_.get(notionals_.size()-1), "increasing coupon notionals");
                notionals_.add(coupon.nominal());
                // in this case, we also add the last valid date for
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Examples of org.jquantlib.cashflow.Coupon.date()

                notionals_.add(coupon.nominal());
                // in this case, we also add the last valid date for
                // the previous one...
                notionalSchedule_.add(lastPaymentDate);
                // ...and store the candidate for this one.
                lastPaymentDate = coupon.date().clone();
            } else {
                // otherwise, we just extend the valid range of dates
                // for the current notional.
                lastPaymentDate = coupon.date().clone();
            }
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Examples of org.jquantlib.cashflow.Coupon.date()

                // ...and store the candidate for this one.
                lastPaymentDate = coupon.date().clone();
            } else {
                // otherwise, we just extend the valid range of dates
                // for the current notional.
                lastPaymentDate = coupon.date().clone();
            }
        }
        QL.require(!notionals_.isEmpty(), "no coupons provided");
        notionals_.add(0.0);
        notionalSchedule_.add(lastPaymentDate);
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Examples of org.jquantlib.cashflow.FixedRateCoupon.date()

            a.fixedPayDates = new ArrayList<Date>(fixedCoupons.size());
            a.fixedCoupons = new ArrayList</*@Real*/ Double>(fixedCoupons.size());

            for (int i=0; i<fixedCoupons.size(); i++) {
                final FixedRateCoupon coupon = (FixedRateCoupon) fixedCoupons.get(i);
                a.fixedPayDates.set(i, coupon.date());
                a.fixedResetDates.set(i, coupon.accrualStartDate());
                a.fixedCoupons.set(i, coupon.amount());
            }

            final Leg floatingCoupons = floatingLeg();
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Examples of org.jquantlib.cashflow.FixedRateCoupon.date()

            a.floatingCoupons = new ArrayList</*@Real*/ Double>(floatingCoupons.size());
            for (int i=0; i<floatingCoupons.size(); ++i) {
                final IborCoupon coupon = (IborCoupon) floatingCoupons.get(i);

                a.floatingResetDates.set(i, coupon.accrualStartDate());
                a.floatingPayDates.set(i, coupon.date());

                a.floatingFixingDates.set(i, coupon.fixingDate());
                a.floatingAccrualTimes.set(i, coupon.accrualPeriod());
                a.floatingSpreads.set(i, coupon.spread());
                try {
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Examples of org.jquantlib.cashflow.FixedRateCoupon.date()

            a.fixedPayDates = new ArrayList<Date>(fixedCoupons.size());
            a.fixedCoupons = new ArrayList</*@Real*/ Double>(fixedCoupons.size());

            for (int i=0; i<fixedCoupons.size(); i++) {
                final FixedRateCoupon coupon = (FixedRateCoupon) fixedCoupons.get(i);
                a.fixedPayDates.set(i, coupon.date());
                a.fixedResetDates.set(i, coupon.accrualStartDate());
                a.fixedCoupons.set(i, coupon.amount());
            }

            final Leg floatingCoupons = floatingLeg();
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Examples of org.jquantlib.cashflow.FixedRateCoupon.date()

            a.floatingCoupons = new ArrayList</*@Real*/ Double>(floatingCoupons.size());
            for (int i=0; i<floatingCoupons.size(); ++i) {
                final IborCoupon coupon = (IborCoupon) floatingCoupons.get(i);

                a.floatingResetDates.set(i, coupon.accrualStartDate());
                a.floatingPayDates.set(i, coupon.date());

                a.floatingFixingDates.set(i, coupon.fixingDate());
                a.floatingAccrualTimes.set(i, coupon.accrualPeriod());
                a.floatingSpreads.set(i, coupon.spread());
                try {
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Examples of org.jquantlib.cashflow.IborCoupon.date()

        final Date settlement = index_.termStructure().currentLink().referenceDate();
        final Date startDate = ((IborCoupon) flows.get(0)).fixingDate();
        for (int i = 0; i < size_; ++i) {
            final IborCoupon coupon = (IborCoupon) flows.get(i);
            QL.require(coupon.date().eq(coupon.accrualEndDate()) , irregular_coupon_types); // QA:[RG]::verified // TODO: message

            initialValues_.set(i, coupon.rate());
            accrualPeriod_.set(i, coupon.accrualPeriod());

            fixingDates_.set(i, coupon.fixingDate());
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Examples of org.jquantlib.cashflow.IborCoupon.date()

            a.floatingCoupons = new ArrayList</*@Real*/ Double>(floatingCoupons.size());
            for (int i=0; i<floatingCoupons.size(); ++i) {
                final IborCoupon coupon = (IborCoupon) floatingCoupons.get(i);

                a.floatingResetDates.set(i, coupon.accrualStartDate());
                a.floatingPayDates.set(i, coupon.date());

                a.floatingFixingDates.set(i, coupon.fixingDate());
                a.floatingAccrualTimes.set(i, coupon.accrualPeriod());
                a.floatingSpreads.set(i, coupon.spread());
                try {
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