Example Pricing a Swap in QuantLib Java

This example is modelled after the QuantLib Python swap pricing example:
package demo;
/*

  Copyright (C) 2024 BN Algorithms Ltd

  This file is part of QuantLib, a free-software/open-source library
  for financial quantitative analysts and developers - http://quantlib.org/
  
  QuantLib is free software: you can redistribute it and/or modify it
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
  <http://quantlib.org/license.shtml>.
  
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
  FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

import java.util.ArrayList;
import org.junit.jupiter.api.Test;


import org.quantlib.*;

public class IRSwapExample {

    static public final Date today = new Date(5, Month.June, 2020);
    
    public void main() throws Exception {

    var calendar = new TARGET();
    var todaysDate = new Date(6, Month.November, 2001);
    Settings.instance().setEvaluationDate(today);
    var settlementDate = new Date(8, Month.November, 2001);

        Period maturities[] = {
        new Period(2, TimeUnit.Years),
        new Period(3, TimeUnit.Years),
        new Period(5, TimeUnit.Years),
        new Period(10,TimeUnit.Years),
        new Period(15, TimeUnit.Years)
    };

    SimpleQuote quotes[] = {
        new SimpleQuote(0.037125),
        new SimpleQuote(0.0398),
        new SimpleQuote(0.0443),
        new SimpleQuote(0.05165),
        new SimpleQuote(0.055175),
    };

    var discountTermStructure =
        new YieldTermStructureHandle(new FlatForward(settlementDate,
                             0.04,
                             new Actual360()));


    ArrayList<RateHelper>  swapHelpers = new ArrayList<RateHelper>();
    for  (int i=0; i<quotes.length; ++i) {
        // These are for defining the helpers
        var settlementDays = 2;
        var fixedLegFrequency = Frequency.Annual;
        var fixedLegTenor = new Period(1, TimeUnit.Years);
        var fixedLegAdjustment = BusinessDayConvention.Unadjusted;
        var fixedLegDayCounter = new Thirty360(Thirty360.Convention.BondBasis);
        var floatingLegFrequency = Frequency.Quarterly;
        var floatingLegTenor = new Period(3, TimeUnit.Months);
        var floatingLegAdjustment = BusinessDayConvention.ModifiedFollowing;

        
        swapHelpers.add(new SwapRateHelper(new QuoteHandle(quotes[i]),
                           maturities[i],
                           calendar,
                           fixedLegFrequency,
                           fixedLegAdjustment,
                           fixedLegDayCounter,
                           new Euribor3M(),
                           new QuoteHandle(),
                           new Period("0D"),
                           discountTermStructure));
    }



    var forecastTermStructure = new RelinkableYieldTermStructureHandle();

    var swapCurve = new PiecewiseFlatForward(settlementDate,
                         new RateHelperVector(swapHelpers),
                         new Actual360());

    var  swapEngine = new DiscountingSwapEngine(discountTermStructure);

    var nominal = 1000000;
    var length = 5;
    var maturity = calendar.advance(settlementDate, length,
                    TimeUnit.Years);
    var payFixed = true;

    var fixedLegFrequency = Frequency.Annual;
    var fixedLegTenor = new Period(1, TimeUnit.Years);  
    var fixedLegAdjustment = BusinessDayConvention.Unadjusted;
    var fixedLegDayCounter = new Thirty360(Thirty360.Convention.BondBasis);
    var fixedRate = 0.04;

    var floatingLegFrequency = Frequency.Quarterly;
    var spread = 0.0;
    var fixingDays = 2;
    var index = new Euribor3M(forecastTermStructure);
    var floatingLegAdjustment = BusinessDayConvention.ModifiedFollowing;;
    var floatingLegDayCounter = index.dayCounter();
    var floatingLegTenor = new Period(3, TimeUnit.Months);
        
    var fixedSchedule = new Schedule(
                     settlementDate,
                     maturity,
                     fixedLegTenor,
                     calendar,
                     fixedLegAdjustment,
                     fixedLegAdjustment,
                     DateGeneration.Rule.Forward,
                     false
                     );
    
    var floatingSchedule = new Schedule(
                        settlementDate,
                        maturity,
                        floatingLegTenor,
                        calendar,
                        floatingLegAdjustment,
                        floatingLegAdjustment,
                        DateGeneration.Rule.Forward,
                        false);


    var spot = new VanillaSwap(
                   Swap.Type.Payer,
                   nominal,
                   fixedSchedule,
                   fixedRate,
                   fixedLegDayCounter,
                   floatingSchedule,
                   index,
                   spread,
                   floatingLegDayCounter);
    spot.setPricingEngine(swapEngine);


    var forwardStart = calendar.advance(settlementDate, 1, TimeUnit.Years);
    var forwardEnd = calendar.advance(forwardStart, length, TimeUnit.Years);

    fixedSchedule = new Schedule(
                     forwardStart,
                     forwardEnd,
                     fixedLegTenor,
                     calendar,
                     fixedLegAdjustment,
                     fixedLegAdjustment,
                     DateGeneration.Rule.Forward,
                     false);

    floatingSchedule = new Schedule(
                       forwardStart,
                       forwardEnd,
                       floatingLegTenor,
                       calendar,
                       floatingLegAdjustment,
                       floatingLegAdjustment,
                       DateGeneration.Rule.Forward,
                       false);


    var forward = new VanillaSwap(
                      Swap.Type.Payer,
                      nominal,
                      fixedSchedule,
                      fixedRate,
                      fixedLegDayCounter,
                      floatingSchedule,
                      index,
                      spread,
                      floatingLegDayCounter);

    forward.setPricingEngine(swapEngine);


    System.out.println("spot swap NPV: " + spot.NPV());
    System.out.println("fwd swap NPV: " + forward.NPV());
    

    }

}
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