Uses of Class
net.finmath.time.SchedulePrototype

Packages that use SchedulePrototype

Package	Description
net.finmath.marketdata.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.

Uses of SchedulePrototype in net.finmath.marketdata.model.volatilities

Methods in net.finmath.marketdata.model.volatilities that return SchedulePrototype

Modifier and Type	Method and Description
SchedulePrototype	SwaptionDataLattice.getFixMetaSchedule()
SchedulePrototype	SwaptionDataLattice.getFloatMetaSchedule()

Constructors in net.finmath.marketdata.model.volatilities with parameters of type SchedulePrototype

Constructor and Description
SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, double displacement, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, double[] maturities, double[] tenors, double[] moneynesss, double[] values) Create the lattice with SwaptionDataLattice.QuotingConvention.PAYERVOLATILITYLOGNORMAL.
SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, double displacement, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, int[] maturitiesInMonths, int[] tenorsInMonths, int[] moneynessBP, double[] values) Create the lattice with SwaptionDataLattice.QuotingConvention.PAYERVOLATILITYLOGNORMAL.
SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, double displacement, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, String[] tenorCodes, int[] moneynessBP, double[] values) Create the lattice with SwaptionDataLattice.QuotingConvention.PAYERVOLATILITYLOGNORMAL.
SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, double[] maturities, double[] tenors, double[] moneynesss, double[] values) Create the lattice.
SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, int[] maturitiesInMonths, int[] tenorsInMonths, int[] moneynessBP, double[] values) Create the lattice.
SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, String[] tenorCodes, int[] moneynessBP, double[] values) Create the lattice.

Uses of SchedulePrototype in net.finmath.time

Subclasses of SchedulePrototype in net.finmath.time

Modifier and Type	Class and Description
class	ScheduleMetaData Deprecated.