Package org.jquantlib.instruments.bonds

Examples of org.jquantlib.instruments.bonds.ConvertibleFloatingRateBond.NPV()

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          + "\n    calculated: " + euFloating.NPV()
          + "\n    expected:   " + floating.settlementValue()
          + "\n    error:      " + error);
    }

    error = Math.abs(amFloating.NPV() - floating.settlementValue());
    if (error > tolerance) {
      fail("failed to reproduce floating-rate bond price:"
          + "\n    calculated: " + amFloating.NPV()
          + "\n    expected:   " + floating.settlementValue()
          + "\n    error:      " + error);
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    }

    error = Math.abs(amFloating.NPV() - floating.settlementValue());
    if (error > tolerance) {
      fail("failed to reproduce floating-rate bond price:"
          + "\n    calculated: " + amFloating.NPV()
          + "\n    expected:   " + floating.settlementValue()
          + "\n    error:      " + error);
    }
  }
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