Class AbstractPeriod

    • Constructor Detail

      • AbstractPeriod

        public AbstractPeriod​(LocalDateTime referenceDate,
                              double periodStart,
                              double periodEnd,
                              double fixingDate,
                              double paymentDate,
                              Notional notional,
                              AbstractProductComponent index,
                              double daycountFraction)
        Initialize basic properties of the period.
        Parameters:
        referenceDate - The date corresponding to time \( t = 0 \).
        periodStart - The period start.
        periodEnd - The period end.
        fixingDate - The fixing date (as double).
        paymentDate - The payment date (as double).
        notional - The notional object relevant for this period.
        index - The index (used for coupon calculation) associated with this period.
        daycountFraction - The daycount fraction (coupon = index(fixingDate) * daycountFraction).
      • AbstractPeriod

        public AbstractPeriod​(double periodStart,
                              double periodEnd,
                              double fixingDate,
                              double paymentDate,
                              Notional notional,
                              AbstractProductComponent index,
                              double daycountFraction)
        Initialize basic properties of the period.
        Parameters:
        periodStart - The period start.
        periodEnd - The period end.
        fixingDate - The fixing date (as double).
        paymentDate - The payment date (as double).
        notional - The notional object relevant for this period.
        index - The index (used for coupon calculation) associated with this period.
        daycountFraction - The daycount fraction (coupon = index(fixingDate) * daycountFraction).
      • AbstractPeriod

        public AbstractPeriod​(double periodStart,
                              double periodEnd,
                              double fixingDate,
                              double paymentDate,
                              Notional notional,
                              AbstractProductComponent index)
        Initialize basic properties of the period using the idealized daycount faction periodEnd-periodStart.
        Parameters:
        periodStart - The period start.
        periodEnd - The period end.
        fixingDate - The fixing date (as double).
        paymentDate - The payment date (as double).
        notional - The notional object relevant for this period.
        index - The index (coupon) associated with this period.