Uses of Interface
net.finmath.time.businessdaycalendar.BusinessdayCalendar

Packages that use BusinessdayCalendar

Package	Description
net.finmath.marketdata.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.
net.finmath.marketdata2.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)
net.finmath.montecarlo.interestrate.products.indices	Provides a set of indices which can be used as part of a period.
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
net.finmath.time.businessdaycalendar	Provides business day calendars, e.g., as used in date roll conventions.

Uses of BusinessdayCalendar in net.finmath.marketdata.model.curves

Methods in net.finmath.marketdata.model.curves that return BusinessdayCalendar

Modifier and Type	Method	Description
BusinessdayCalendar	AbstractForwardCurve.getPaymentBusinessdayCalendar()

Methods in net.finmath.marketdata.model.curves with parameters of type BusinessdayCalendar

Modifier and Type	Method	Description
static ForwardCurveInterpolation	ForwardCurveInterpolation.createForwardCurveFromForwards(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, double[] givenForwards)	Create a forward curve from given times and given forwards.
static ForwardCurveInterpolation	ForwardCurveInterpolation.createForwardCurveFromForwards(String name, Date referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, double[] givenForwards)	Create a forward curve from given times and given forwards.

Constructors in net.finmath.marketdata.model.curves with parameters of type BusinessdayCalendar

Constructor	Description
AbstractForwardCurve(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, String discountCurveName)	Construct a base forward curve with a reference date and a payment offset.
AbstractForwardCurve(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, String discountCurveName)	Construct a base forward curve with a reference date and a payment offset.
ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, String discountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention, double daycountScaling, double periodOffset)	Create a forward curve using a given referenceDiscountCurveForForwards.
ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, String discountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention, DayCountConvention daycountConvention, double periodOffset)	Create a forward curve using a given referenceDiscountCurveForForwards.
ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention)	Create a forward curve using a given referenceDiscountCurveForForwards.
ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention, double daycountScaling, double periodOffset)	Create a forward curve using a given referenceDiscountCurveForForwards.
ForwardCurveInterpolation(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName)	Generate a forward curve using a given discount curve and payment offset.
ForwardCurveNelsonSiegelSvensson(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, DayCountConvention daycountConvention, double[] parameter, double timeScaling)
ForwardCurveNelsonSiegelSvensson(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, DayCountConvention daycountConvention, double[] parameter, double timeScaling, double periodOffset)

Uses of BusinessdayCalendar in net.finmath.marketdata2.model.curves

Methods in net.finmath.marketdata2.model.curves that return BusinessdayCalendar

Modifier and Type	Method	Description
BusinessdayCalendar	AbstractForwardCurve.getPaymentBusinessdayCalendar()

Methods in net.finmath.marketdata2.model.curves with parameters of type BusinessdayCalendar

Modifier and Type	Method	Description
static ForwardCurveInterpolation	ForwardCurveInterpolation.createForwardCurveFromForwards(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, RandomVariable[] givenForwards)	Create a forward curve from given times and given forwards.
static ForwardCurveInterpolation	ForwardCurveInterpolation.createForwardCurveFromForwards(String name, Date referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, RandomVariable[] givenForwards)	Create a forward curve from given times and given forwards.

Constructors in net.finmath.marketdata2.model.curves with parameters of type BusinessdayCalendar

Constructor	Description
AbstractForwardCurve(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, String discountCurveName)	Construct a base forward curve with a reference date and a payment offset.
AbstractForwardCurve(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, String discountCurveName)	Construct a base forward curve with a reference date and a payment offset.
ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, String discountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention, double daycountScaling, double periodOffset)	Create a forward curve using a given referenceDiscountCurveForForwards.
ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention)	Create a forward curve using a given referenceDiscountCurveForForwards.
ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention, double daycountScaling, double periodOffset)	Create a forward curve using a given referenceDiscountCurveForForwards.
ForwardCurveInterpolation(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName)	Generate a forward curve using a given discount curve and payment offset.

Uses of BusinessdayCalendar in net.finmath.modelling.descriptor

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

Constructor	Description
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.

Uses of BusinessdayCalendar in net.finmath.montecarlo.interestrate.products.indices

Constructors in net.finmath.montecarlo.interestrate.products.indices with parameters of type BusinessdayCalendar

Constructor	Description
LaggedIndex(AbstractProductComponent index, String fixingOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar)
LIBORIndex(String name, String currency, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention)
NumerairePerformanceIndex(String name, String currency, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, DayCountConvention daycountConvention)

Uses of BusinessdayCalendar in net.finmath.time

Methods in net.finmath.time that return BusinessdayCalendar

Modifier and Type	Method	Description
BusinessdayCalendar	SchedulePrototype.getBusinessdayCalendar()

Methods in net.finmath.time with parameters of type BusinessdayCalendar

Modifier and Type	Method	Description
static Schedule	ScheduleGenerator.createScheduleFromConventions(LocalDate referenceDate, int spotOffsetDays, String startOffsetString, String maturityString, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)	Simple schedule generation where startDate and maturityDate are calculated based on referenceDate, spotOffsetDays, startOffsetString and maturityString.
static Schedule	ScheduleGenerator.createScheduleFromConventions(LocalDate referenceDate, int spotOffsetDays, String startOffsetString, String maturityString, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays, boolean isUseEndOfMonth)	Simple schedule generation where startDate and maturityDate are calculated based on referenceDate, spotOffsetDays, startOffsetString and maturityString.
static Schedule	ScheduleGenerator.createScheduleFromConventions(LocalDate referenceDate, String futureCode, String startOffsetString, String maturityString, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)	ScheduleFromPeriods generation with futureCodes (in the format DEC17).
static Schedule	ScheduleGenerator.createScheduleFromConventions(LocalDate referenceDate, String startOffsetString, String maturityString, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)	Simple schedule generation where startDate and maturityDate are calculated based on referenceDate, startOffsetString and maturityString.
static Schedule	ScheduleGenerator.createScheduleFromConventions(LocalDate referenceDate, LocalDate tradeDate, int spotOffsetDays, String startOffsetString, String maturityString, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)	Simple schedule generation where startDate and maturityDate are calculated based on tradeDate, spotOffsetDays, startOffsetString and maturityString.
static Schedule	ScheduleGenerator.createScheduleFromConventions(LocalDate referenceDate, LocalDate startDate, String frequency, double maturity, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)	Deprecated. Will be removed in version 2.3
static Schedule	ScheduleGenerator.createScheduleFromConventions(LocalDate referenceDate, LocalDate startDate, LocalDate maturityDate, String frequency, String daycountConvention, String shortPeriodConvention, String 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)	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}.
static Schedule	ScheduleGenerator.createScheduleFromConventions(Date referenceDate, Date startDate, Date maturityDate, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)	ScheduleFromPeriods generation for given {referenceDate,startDate,maturityDate}.

Constructors in net.finmath.time with parameters of type BusinessdayCalendar

Constructor	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.

Uses of BusinessdayCalendar in net.finmath.time.businessdaycalendar

Classes in net.finmath.time.businessdaycalendar that implement BusinessdayCalendar

Modifier and Type	Class	Description
class	AbstractBusinessdayCalendar	Base class for all business day calendars.
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.

Methods in net.finmath.time.businessdaycalendar that return BusinessdayCalendar

Modifier and Type	Method	Description
BusinessdayCalendar	BusinessdayCalendarExcludingGivenHolidays.getBaseCalendar()

Constructors in net.finmath.time.businessdaycalendar with parameters of type BusinessdayCalendar

Constructor	Description
BusinessdayCalendarExcludingGivenHolidays(String name, BusinessdayCalendar baseCalendar, boolean isExcludeWeekends)
BusinessdayCalendarExcludingGivenSetOfHolidays(String name, BusinessdayCalendar baseCalendar, boolean isExcludeWeekends, Set<LocalDate> holidays)
BusinessdayCalendarExcludingLONHolidays(BusinessdayCalendar baseCalendar)	Create LONDON business day calendar using a given business day calendar as basis.
BusinessdayCalendarExcludingNYCHolidays(BusinessdayCalendar baseCalendar)	Create NEW YORK business day calendar using a given business day calendar as basis.
BusinessdayCalendarExcludingTARGETHolidays(BusinessdayCalendar baseCalendar)	Create TARGET business day calendar using a given business day calendar as basis.
BusinessdayCalendarExcludingWeekends(BusinessdayCalendar baseCalendar)	Create business day calendar using a given business day calendar as basis.