Package org.jquantlib.time

Examples of org.jquantlib.time.Date.le()

193
194
195
196
197
198
199
200
201
202
203
        public void validate() {
            super.validate();
            final Date exerciseDate = exercise.lastDate();
            for (int i = 0; i < cashFlow.size(); i++) {
                final Date d = cashFlow.get(i).date();
                QL.require(d.le(exerciseDate), "dividend date later than the exercise date"); // TODO: message
            }
        }
    }

View Full Code Here
82
83
84
85
86
87
88
89
90
91
92
        while (counter.le(last)) {

            final Date immDate = IMM.nextDate(counter, false);

            // check that imm is greater than counter
            if (immDate.le(counter)) {
                fail("\n  " + immDate.weekday() + " " + immDate + " is not greater than " + counter.weekday() + " " + counter);
            }

            // check that imm is an IMM date
            if (!IMM.isIMMdate(immDate, false)) {
View Full Code Here
210
211
212
213
214
215
216
217
218
219
220
                    final List<Date> fixingDates = new ArrayList<Date>();

                    final Date d = today.clone();
                    final Period THREEMONTH = new Period(3, TimeUnit.Months);
                    d.addAssign(new Period(3, TimeUnit.Months));
                    for (d.addAssign(THREEMONTH); d.le(maturity.lastDate()); d.addAssign(THREEMONTH)) {
                        fixingDates.add(d.clone());
                    }

                    final PricingEngine engine = new AnalyticDiscreteGeometricAveragePriceAsianEngine(process);
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.