Interface ProcessTimeDiscretizationProvider

  • All Known Implementing Classes:
    BermudanSwaptionFromSwapSchedules, SwaptionFromSwapSchedules

    public interface ProcessTimeDiscretizationProvider
    An object implementing this interfaces provides a suggestion for an optimal time-discretization associated with this object. Examples are:
    • a European option can implement this interface and provide a time discretization with a single point, its exercise date.
    Christian Fries
    • Method Detail

      • getProcessTimeDiscretization

        TimeDiscretization getProcessTimeDiscretization​(LocalDateTime referenceDate)
        Returns a suggestion for a time discretization which is suited (or required) for the processing (e.g valuation) of this object.
        referenceDate - A reference date relative to which the discretization is generated.
        A time discretization.