Package org.jquantlib.time

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


        assertTrue(nextDate.ge(startDate));

        final Date prevDate = schedule.previousDate(nextDate);
        assertTrue(nextDate.gt(prevDate));

        assertTrue(prevDate.lt(nextDate));
    }

    private void testIsRegular(final Schedule schedule) {
        for (int i = 0; i < 2; i++) {
            schedule.isRegular(i+1);
View Full Code Here


            final Handle<YieldTermStructure> termStructure = index_.termStructure();
            QL.require(termStructure != null , NULL_TERM_STRUCTURE)// QA:[RG]::verified
            final Date today = settings.evaluationDate();
            final Date fixing_date = fixingDate();
            final IndexManager indexManager = IndexManager.getInstance();
            if (fixing_date.lt(today)) {
                final double pastFixing = indexManager.get (index_.name()).get(fixing_date);
                QL.require(!Double.isNaN(pastFixing), "Missing fixing"); // TODO: message
                return pastFixing;
            }
            if (fixing_date.equals(today)) {
View Full Code Here

            if (c != null) {
                d = Date.min(c.accrualStartDate(), d);
            }
        }
        // TODO: code review :: please verify against QL/C++ code
        QL.ensure(d.lt(Date.maxDate()) , not_enough_information_available); // QA:[RG]::verified
        return d;
    }

    public Date maturityDate(final Leg cashflows) {
        Date d = Date.minDate();
View Full Code Here

            final Handle<YieldTermStructure> termStructure = index_.termStructure();
            QL.require(termStructure != null , NULL_TERM_STRUCTURE)// QA:[RG]::verified
            final Date today = settings.evaluationDate();
            final Date fixing_date = fixingDate();
            final IndexManager indexManager = IndexManager.getInstance();
            if (fixing_date.lt(today)) {
                final double pastFixing = indexManager.getHistory(index_.name()).get(fixing_date);
                QL.require(!Double.isNaN(pastFixing), "Missing fixing"); // TODO: message
                return pastFixing;
            }
            if (fixing_date.equals(today)) {
View Full Code Here

            if (c != null) {
                d = Date.min(c.accrualStartDate(), d);
            }
        }
        // TODO: code review :: please verify against QL/C++ code
        QL.ensure(d.lt(Date.maxDate()) , not_enough_information_available); // QA:[RG]::verified
        return d;
    }

    public Date maturityDate(final Leg cashflows) {
        Date d = Date.minDate();
View Full Code Here

        assertTrue(nextDate.ge(startDate));

        final Date prevDate = schedule.previousDate(nextDate);
        assertTrue(nextDate.gt(prevDate));

        assertTrue(prevDate.lt(nextDate));
    }

    private void testIsRegular(final Schedule schedule) {
        for (int i = 0; i < 2; i++) {
            schedule.isRegular(i+1);
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.