Uses of Class
net.finmath.modelling.descriptor.ScheduleDescriptor
Package
Description
Provides interface separating implementation from specification (of models and products)
Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
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Uses of ScheduleDescriptor in net.finmath.modelling.descriptor
Modifier and TypeMethodDescriptionInterestRateSwapLegProductDescriptor.getLegScheduleDescriptor()
Return the descriptor of the schedule of this product descriptor.ModifierConstructorDescriptionInterestRateSwapLegProductDescriptor
(String forwardCurveName, String discountCurveName, ScheduleDescriptor legSchedule, double[] notionals, double[] spreads, boolean isNotionalExchanged) Create the descriptor with notional and spread variable between periods.InterestRateSwapLegProductDescriptor
(String forwardCurveName, String discountCurveName, ScheduleDescriptor legSchedule, double notional, double spread, boolean isNotionalExchanged) Create the descriptor with period uniform notional and spread. -
Uses of ScheduleDescriptor in net.finmath.time
Modifier and TypeMethodDescriptionSchedulePrototype.generateScheduleDescriptor
(LocalDate startDate, LocalDate endDate) Generate a schedule descriptor for the given start and end date.