Examples of org.jquantlib.indexes.IborIndex.addFixing()

         // Floating rate bond (3M USD Libor + 0.1%)
         // Should and will be priced on another curve later...
        
         final RelinkableHandle<YieldTermStructure> liborTermStructure = new RelinkableHandle<YieldTermStructure>();
         final IborIndex libor3m =  new USDLibor(new Period(3, TimeUnit.Months), liborTermStructure);
         libor3m.addFixing(new Date(17, Month.July, 2008), 0.0278625);
        
         final Schedule floatingBondSchedule = new Schedule(
                     new Date(21, Month.October, 2005),
                     new Date(21, Month.October, 2010), new Period(Frequency.Quarterly),
                     new UnitedStates(UnitedStates.Market.NYSE),


      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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