Java MultiCapFloorPricerGrid.getNumCaplets Examples

Example #1

File: GlobalDirectFitDemo.java Project: scripnichenko/OG-Platform

 @Test(description = "Demo to show number of (phantom) caplets")
 public void sizeDemo() {
   final MultiCapFloorPricer pricer1 =
       new MultiCapFloorPricer(getAllCapsExATM(), getYieldCurves());
   System.out.println("number of caplet ex ATM " + pricer1.getNumCaplets());
   final MultiCapFloorPricerGrid pricer2 =
       new MultiCapFloorPricerGrid(getAllCaps(), getYieldCurves());
   System.out.println(
       "number of caplet " + pricer2.getNumCaplets() + "\t" + pricer2.getGridSize());
 }