Package org.jquantlib.cashflow

Examples of org.jquantlib.cashflow.FixedRateCoupon.amount()

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            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();

            a.floatingResetDates = new ArrayList<Date>(floatingCoupons.size());
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                a.floatingFixingDates.set(i, coupon.fixingDate());
                a.floatingAccrualTimes.set(i, coupon.accrualPeriod());
                a.floatingSpreads.set(i, coupon.spread());
                try {
                    a.floatingCoupons.set(i, coupon.amount());
                } catch (final Exception e) {
                    a.floatingCoupons.set(i, Constants.NULL_REAL);
                }
            }
        }
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            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();

            a.floatingResetDates = new ArrayList<Date>(floatingCoupons.size());
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                a.floatingFixingDates.set(i, coupon.fixingDate());
                a.floatingAccrualTimes.set(i, coupon.accrualPeriod());
                a.floatingSpreads.set(i, coupon.spread());
                try {
                    a.floatingCoupons.set(i, coupon.amount());
                } catch (final Exception e) {
                    a.floatingCoupons.set(i, Constants.NULL_REAL);
                }
            }
        }
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