Package org.jquantlib.daycounters

Examples of org.jquantlib.daycounters.Business252.yearFraction()


        final DayCounter dayCounter = new Business252(new Brazil(Brazil.Market.SETTLEMENT));

        for (int i=1; i<testDates.length-1; i++) {
            final Date start = testDates[i-1];
            final Date end = testDates[i];
            /*@Time*/ final double  calculated = dayCounter.yearFraction(start, end);
            // System.out.println(calculated);
            assertFalse(dayCounter.getClass().getName()
                    +"\n from "+start
                    +"\n to "+end
                    +"\n calculated: "+calculated
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        final DayCounter dayCounter = new Business252(new Brazil(Brazil.Market.SETTLEMENT));

        for (int i=1; i<testDates.length-1; i++) {
            final Date start = testDates[i-1];
            final Date end = testDates[i];
            /*@Time*/ final double  calculated = dayCounter.yearFraction(start, end);
            // System.out.println(calculated);
            assertFalse(dayCounter.getClass().getName()
                    +"\n from "+start
                    +"\n to "+end
                    +"\n calculated: "+calculated
View Full Code Here

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