Package org.jquantlib.time

Examples of org.jquantlib.time.Weekday.ordinal()


                                            bmaIndex,
                                            liborIndex);
        }

        final Weekday w = vars.today.weekday();
        final Date lastWednesday = (w.ordinal() >= 4) ? vars.today.sub(w.ordinal() - 4) : vars.today.add(4 - w.ordinal() - 7);
        final Date lastFixing = bmaIndex.fixingCalendar().adjust(lastWednesday);
        bmaIndex.addFixing(lastFixing, 0.03);

        vars.termStructure = new PiecewiseYieldCurve<T,I,B>(
                      classT, classI, classB,
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                                            bmaIndex,
                                            liborIndex);
        }

        final Weekday w = vars.today.weekday();
        final Date lastWednesday = (w.ordinal() >= 4) ? vars.today.sub(w.ordinal() - 4) : vars.today.add(4 - w.ordinal() - 7);
        final Date lastFixing = bmaIndex.fixingCalendar().adjust(lastWednesday);
        bmaIndex.addFixing(lastFixing, 0.03);

        vars.termStructure = new PiecewiseYieldCurve<T,I,B>(
                      classT, classI, classB,
View Full Code Here

                                            bmaIndex,
                                            liborIndex);
        }

        final Weekday w = vars.today.weekday();
        final Date lastWednesday = (w.ordinal() >= 4) ? vars.today.sub(w.ordinal() - 4) : vars.today.add(4 - w.ordinal() - 7);
        final Date lastFixing = bmaIndex.fixingCalendar().adjust(lastWednesday);
        bmaIndex.addFixing(lastFixing, 0.03);

        vars.termStructure = new PiecewiseYieldCurve<T,I,B>(
                      classT, classI, classB,
View Full Code Here

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