Uses of Class
net.finmath.modelling.descriptor.ScheduleDescriptor
Packages that use 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
Methods in net.finmath.modelling.descriptor that return ScheduleDescriptorModifier and TypeMethodDescriptionInterestRateSwapLegProductDescriptor.getLegScheduleDescriptor()
Return the descriptor of the schedule of this product descriptor.Constructors in net.finmath.modelling.descriptor with parameters of type ScheduleDescriptorModifierConstructorDescriptionInterestRateSwapLegProductDescriptor(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
Methods in net.finmath.time that return ScheduleDescriptorModifier and TypeMethodDescriptionSchedulePrototype.generateScheduleDescriptor(LocalDate startDate, LocalDate endDate)
Generate a schedule descriptor for the given start and end date.