Package org.jquantlib.cashflow

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

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                    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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                    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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