| Package | Description |
|---|---|
| net.finmath.modelling.descriptor |
Provides interface separating implementation from specification (of models and products)
|
| net.finmath.time |
Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
|
| 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.
|
ScheduleDescriptor(LocalDate startDate,
LocalDate maturityDate,
ScheduleGenerator.Frequency frequency,
ScheduleGenerator.DaycountConvention daycountConvention,
ScheduleGenerator.ShortPeriodConvention shortPeriodConvention,
BusinessdayCalendar.DateRollConvention dateRollConvention,
BusinessdayCalendar businessdayCalendar,
int fixingOffsetDays,
int paymentOffsetDays,
boolean isUseEndOfMonth)
Construct a schedule descriptor via a set of parameters for a factory.
|
| Modifier and Type | Method and Description |
|---|---|
ScheduleGenerator.DaycountConvention |
SchedulePrototype.getDaycountConvention() |
static ScheduleGenerator.DaycountConvention |
ScheduleGenerator.DaycountConvention.getEnum(String string) |
static ScheduleGenerator.DaycountConvention |
ScheduleGenerator.DaycountConvention.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static ScheduleGenerator.DaycountConvention[] |
ScheduleGenerator.DaycountConvention.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Modifier and Type | Method and Description |
|---|---|
static Schedule |
ScheduleGenerator.createScheduleFromConventions(LocalDate referenceDate,
LocalDate startDate,
LocalDate maturityDate,
ScheduleGenerator.Frequency frequency,
ScheduleGenerator.DaycountConvention daycountConvention,
ScheduleGenerator.ShortPeriodConvention shortPeriodConvention,
BusinessdayCalendar.DateRollConvention dateRollConvention,
BusinessdayCalendar businessdayCalendar,
int fixingOffsetDays,
int paymentOffsetDays)
ScheduleFromPeriods generation for given {referenceDate,startDate,maturityDate}.
|
static Schedule |
ScheduleGenerator.createScheduleFromConventions(LocalDate referenceDate,
LocalDate startDate,
LocalDate maturityDate,
ScheduleGenerator.Frequency frequency,
ScheduleGenerator.DaycountConvention daycountConvention,
ScheduleGenerator.ShortPeriodConvention shortPeriodConvention,
BusinessdayCalendar.DateRollConvention dateRollConvention,
BusinessdayCalendar businessdayCalendar,
int fixingOffsetDays,
int paymentOffsetDays,
boolean isUseEndOfMonth)
ScheduleFromPeriods generation for given {referenceDate,startDate,maturityDate}.
|
| Constructor and Description |
|---|
ScheduleMetaData(ScheduleGenerator.Frequency frequency,
ScheduleGenerator.DaycountConvention daycountConvention,
ScheduleGenerator.ShortPeriodConvention shortPeriodConvention,
BusinessdayCalendar.DateRollConvention dateRollConvention,
BusinessdayCalendar businessdayCalendar,
int fixingOffsetDays,
int paymentOffsetDays,
boolean isUseEndOfMonth)
Deprecated.
Construct the ScheduleMetaData.
|
SchedulePrototype(ScheduleGenerator.Frequency frequency,
ScheduleGenerator.DaycountConvention daycountConvention,
ScheduleGenerator.ShortPeriodConvention shortPeriodConvention,
BusinessdayCalendar.DateRollConvention dateRollConvention,
BusinessdayCalendar businessdayCalendar,
int fixingOffsetDays,
int paymentOffsetDays,
boolean isUseEndOfMonth)
Construct the ScheduleMetaData.
|
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