AUDLibor(const Period& tenor,
const Handle<YieldTermStructure>& h =
Handle<YieldTermStructure>())
: Libor("AUDLibor", tenor,
2,
AUDCurrency(),
Australia(),
Actual360(), h) {}
Bbsw(const Period& tenor,
const Handle<YieldTermStructure>& h =
Handle<YieldTermStructure>())
: IborIndex("Bbsw", tenor,
0, // settlement days
AUDCurrency(), Australia(),
HalfMonthModifiedFollowing, true,
Actual365Fixed(), h) {
QL_REQUIRE(this->tenor().units() != Days,
"for daily tenors (" << this->tenor() <<
") dedicated DailyTenor constructor must be used");
}
int main( int argc, char ** argv ) {
std::string OutputFileName( argv[ 1 ] );
if( argc >= 4 ) {
unsigned long init[4]={0x123, 0x234, 0x345, 0x456}, length=4;
init_by_array(init, length);
for( int i = 0; i < 10; ++i ) {
Simulation Australia( atol( argv[ 2 ] ) );
Australia.Start( OutputFileName.c_str( ), atoi( argv[ 3 ] ) );
Australia.Stop( );
OutputFileName += "1";
}
}
else {
std::cout << "Error: missing arguments" << std::endl;
std::cout << "Reminder: Simulation OutputFileName MaxNumberOfRabbits LifeTimeInMonths" << std::endl;
}
return 0;
}
explicit Aonia(const Handle<YieldTermStructure>& h =
Handle<YieldTermStructure>())
: OvernightIndex("Aonia", 0, AUDCurrency(),
Australia(),
Actual365Fixed(), h) {}
