Package org.jquantlib.indexes

Examples of org.jquantlib.indexes.InterestRateIndex.fixing()

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      if (fixingDates.get(i+1).lt(startDate) || nextValueDate.le(startDate)) {
        continue;
      }
     
      d2 = Date.min(nextValueDate, endDate);
      avgBMA += (index.fixing(fixingDates.get(i))) * (d2.sub(d1));
      days += d2.sub(d1);
     
      d1 = d2;
    }
   
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