ScheduleFromPeriods (finmath lib 4.0.11 API)

java.lang.Object
- net.finmath.time.ScheduleFromPeriods

All Implemented Interfaces:

Serializable, Iterable<Period>, Schedule
```
public class ScheduleFromPeriods
extends Object
implements Schedule, Serializable
```
A schedule of interest rate periods with a fixing and payment. The periods have two representations: one a Period which contains LocalDate dates and an alternative representation using doubles. Within a schedule, the mapping from doubles to dates is one to one.

Version:

1.0

Author:

Christian Fries

See Also:

Serialized Form

Constructor Summary

Constructors
Constructor and Description
`ScheduleFromPeriods(LocalDate referenceDate, DayCountConvention daycountconvention, Period... periods)`
`ScheduleFromPeriods(LocalDate referenceDate, List<Period> periods, DayCountConvention daycountconvention)`

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`DayCountConvention`	`getDaycountconvention()` Returns the daycount convention used to calculate period lengths.
`double`	`getFixing(int periodIndex)` Return the fixing converted to the internal daycounting relative to the schedules reference date.
`int`	`getNumberOfPeriods()` Returns the number of periods.
`double`	`getPayment(int periodIndex)` Return the payment date converted to the internal daycounting relative to the schedules reference date.
`Period`	`getPeriod(int periodIndex)` Return the period for a given period index.
`double`	`getPeriodEnd(int periodIndex)` Return the period end date converted to the internal daycounting relative to the schedules reference date.
`int`	`getPeriodIndex(double time)` Return the index of the period which contains the given time point.
`int`	`getPeriodIndex(LocalDate date)` Return the index of the period which contains the given date.
`double`	`getPeriodLength(int periodIndex)` Return the period length for a given period index.
`List<Period>`	`getPeriods()` Returns the array of periods.
`double`	`getPeriodStart(int periodIndex)` Return the period start date converted to the internal daycounting relative to the schedules reference date.
`LocalDate`	`getReferenceDate()` Returns the reference data of this schedule.
`Iterator<Period>`	`iterator()`
`String`	`toString()`

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface java.lang.Iterable
forEach, spliterator

- Constructor Detail
  - ScheduleFromPeriods
```
public ScheduleFromPeriods(LocalDate referenceDate,
                           DayCountConvention daycountconvention,
                           Period... periods)
```
  - ScheduleFromPeriods
```
public ScheduleFromPeriods(LocalDate referenceDate,
                           List<Period> periods,
                           DayCountConvention daycountconvention)
```
- Method Detail
  - getReferenceDate
```
public LocalDate getReferenceDate()
```
    Description copied from interface: Schedule
    
    Returns the reference data of this schedule. The reference date is only used to convert dates to doubles using and internal daycount conventions (ACT/365) which does not need to agree with the daycount convention used to calculate period length.
    
    Specified by:
    
    getReferenceDate in interface Schedule
    
    Returns:
    
    The reference data of this schedule corresponding to t=0.
  - getPeriods
```
public List<Period> getPeriods()
```
    Description copied from interface: Schedule
    
    Returns the array of periods.
    
    Specified by:
    
    getPeriods in interface Schedule
    
    Returns:
    
    The array of periods.
  - getDaycountconvention
```
public DayCountConvention getDaycountconvention()
```
    Description copied from interface: Schedule
    
    Returns the daycount convention used to calculate period lengths.
    
    Specified by:
    
    getDaycountconvention in interface Schedule
    
    Returns:
    
    The daycount convention used to calculate period lengths.
  - getNumberOfPeriods
```
public int getNumberOfPeriods()
```
    Description copied from interface: Schedule
    
    Returns the number of periods.
    
    Specified by:
    
    getNumberOfPeriods in interface Schedule
    
    Returns:
    
    The number of periods.
  - getPeriod
```
public Period getPeriod(int periodIndex)
```
    Description copied from interface: Schedule
    
    Return the period for a given period index.
    
    Specified by:
    
    getPeriod in interface Schedule
    
    Parameters:
    
    periodIndex - A given period index.
    
    Returns:
    
    The period for the given period index.
  - getFixing
```
public double getFixing(int periodIndex)
```
    Description copied from interface: Schedule
    
    Return the fixing converted to the internal daycounting relative to the schedules reference date.
    
    Specified by:
    
    getFixing in interface Schedule
    
    Parameters:
    
    periodIndex - A given period index.
    
    Returns:
    
    The fixing converted to the internal daycounting relative to the schedules reference date.
  - getPayment
```
public double getPayment(int periodIndex)
```
    Description copied from interface: Schedule
    
    Return the payment date converted to the internal daycounting relative to the schedules reference date.
    
    Specified by:
    
    getPayment in interface Schedule
    
    Parameters:
    
    periodIndex - A given period index.
    
    Returns:
    
    The payment date converted to the internal daycounting relative to the schedules reference date.
  - getPeriodStart
```
public double getPeriodStart(int periodIndex)
```
    Description copied from interface: Schedule
    
    Return the period start date converted to the internal daycounting relative to the schedules reference date.
    
    Specified by:
    
    getPeriodStart in interface Schedule
    
    Parameters:
    
    periodIndex - A given period index.
    
    Returns:
    
    The period start date converted to the internal daycounting relative to the schedules reference date.
  - getPeriodEnd
```
public double getPeriodEnd(int periodIndex)
```
    Description copied from interface: Schedule
    
    Return the period end date converted to the internal daycounting relative to the schedules reference date.
    
    Specified by:
    
    getPeriodEnd in interface Schedule
    
    Parameters:
    
    periodIndex - A given period index.
    
    Returns:
    
    The period end date converted to the internal daycounting relative to the schedules reference date.
  - getPeriodLength
```
public double getPeriodLength(int periodIndex)
```
    Description copied from interface: Schedule
    
    Return the period length for a given period index.
    
    Specified by:
    
    getPeriodLength in interface Schedule
    
    Parameters:
    
    periodIndex - A given period index.
    
    Returns:
    
    The period length for a given period index.
  - iterator
```
public Iterator<Period> iterator()
```
    Specified by:
    
    iterator in interface Iterable<Period>
  - getPeriodIndex
```
public int getPeriodIndex(double time)
```
    Description copied from interface: Schedule
    
    Return the index of the period which contains the given time point.
    
    Specified by:
    
    getPeriodIndex in interface Schedule
    
    Parameters:
    
    time - A given time.
    
    Returns:
    
    The period index of the .
  - getPeriodIndex
```
public int getPeriodIndex(LocalDate date)
```
    Description copied from interface: Schedule
    
    Return the index of the period which contains the given date.
    
    Specified by:
    
    getPeriodIndex in interface Schedule
    
    Parameters:
    
    date - A given date.
    
    Returns:
    
    The period index of the .
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object

Class ScheduleFromPeriods

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface java.lang.Iterable

Constructor Detail

ScheduleFromPeriods

ScheduleFromPeriods

Method Detail

getReferenceDate

getPeriods

getDaycountconvention

getNumberOfPeriods

getPeriod

getFixing

getPayment

getPeriodStart

getPeriodEnd

getPeriodLength

iterator

getPeriodIndex

getPeriodIndex

toString