Class Swaption.ResolvedExerciseData

java.lang.Object
net.finmath.finitedifference.interestrate.products.Swaption.ResolvedExerciseData
Enclosing class:
Swaption
public static final class Swaption.ResolvedExerciseData extends Object
Container for resolved exercise information.
Author:
Alessandro Gnoatto

  • Method Details

    • getExerciseTimes

      public double[] getExerciseTimes()
      Returns the resolved exercise times.
      Returns:
      The resolved exercise times.

    • getScheduleIndices

      public int[] getScheduleIndices()
      Returns the resolved schedule indices.
      Returns:
      The resolved schedule indices.

    • getNumberOfExerciseTimes

      public int getNumberOfExerciseTimes()
      Returns the number of resolved exercise opportunities.
      Returns:
      The number of resolved exercise opportunities.

    • getExerciseTime

      public double getExerciseTime(int index)
      Returns the exercise time at the given index.
      Parameters:
      index - The index.
      Returns:
      The exercise time.

    • getScheduleIndex

      public int getScheduleIndex(int index)
      Returns the schedule index at the given index.
      Parameters:
      index - The index.
      Returns:
      The schedule index.

    • getLastExerciseTime

      public double getLastExerciseTime()
      Returns the last exercise time.
      Returns:
      The last exercise time.

    • findExerciseIndex

      public int findExerciseIndex(double time)
      Returns the resolved exercise index for the given time.
      Parameters:
      time - The running time.
      Returns:
      The resolved exercise index.