Uses of Class
net.finmath.time.businessdaycalendar.AbstractBusinessdayCalendar

Packages that use AbstractBusinessdayCalendar

Package	Description
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)
net.finmath.time.businessdaycalendar	Provides business day calendars, e.g., as used in date roll conventions.

Uses of AbstractBusinessdayCalendar in net.finmath.modelling.descriptor

Constructors in net.finmath.modelling.descriptor with parameters of type AbstractBusinessdayCalendar

Constructor and Description

ScheduleDescriptor(LocalDate startDate, LocalDate maturityDate, ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, AbstractBusinessdayCalendar abstractBusinessdayCalendar, int fixingOffsetDays, int paymentOffsetDays) Construct a schedule descriptor via a set of parameters for a factory.

Uses of AbstractBusinessdayCalendar in net.finmath.time.businessdaycalendar

Subclasses of AbstractBusinessdayCalendar in net.finmath.time.businessdaycalendar

Modifier and Type	Class and Description
class	BusinessdayCalendarAny A business day calendar, where every day is a business day.
class	BusinessdayCalendarExcludingGivenHolidays An abstract base class for a business day calendar, where every day is a business day, except weekends days provided by a Set provided by the method getHolidays.
class	BusinessdayCalendarExcludingGivenSetOfHolidays A class for a business day calendar, where every day is a business day, except weekends days provided by a Set.
class	BusinessdayCalendarExcludingLONHolidays A business day calendar, where every day is a business day, except for weekends and London holidays
class	BusinessdayCalendarExcludingNYCHolidays A business day calendar, where every day is a business day, except for weekends and New York holidays
class	BusinessdayCalendarExcludingTARGETHolidays A business day calendar, where every day is a business day, expect the TARGET holidays.
class	BusinessdayCalendarExcludingWeekends A business day calendar, where every day is a business day, expect SATURDAY and SUNDAY.