Interface Tenor

All Known Implementing Classes:
TenorFromArray

public interface Tenor
Version:
1.0
Author:
Christian Fries
  • Method Summary

    Modifier and Type
    Method
    Description
    getDate(int timeIndex)
    Returns the date for the given time index.
    double
    getDaycountFraction(int timeIndex)
    Returns the day count fraction for the period form timeIndex to to timeIndex+1.
     
  • Method Details

    • getReferenceDate

      LocalDate getReferenceDate()
      Returns:
      The reference date of this tenor, i.e., the date mapped to 0.0
    • getDate

      LocalDate getDate(int timeIndex)
      Returns the date for the given time index.
      Parameters:
      timeIndex - Time index
      Returns:
      Returns the date for a given time index.
    • getDaycountFraction

      double getDaycountFraction(int timeIndex)
      Returns the day count fraction for the period form timeIndex to to timeIndex+1.
      Parameters:
      timeIndex - Time index
      Returns:
      Returns the day count fraction.