Package org.jquantlib.indexes

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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