Module net.finmath.lib

Package net.finmath.time

Class Period

java.lang.Object

net.finmath.time.Period

All Implemented Interfaces:

Serializable, Comparable<Period>

public class Period
extends Object
implements Comparable<Period>, Serializable

A period, i.e. a time interval suitable for securities with regular payment schedules. For example, the accrual period is usually given by the interval periodStart, periodEnd, where as fixing date and payment date can be adjusted versions of periodStart and periodsEnd, e.g. via fixing offsets and payment offsets. Period implement the Comparable interface by simply using getPeriodEnd().compareTo(), i.e., the ordering is determined by periodEnd only. For a list of subsequent (sorted) periods it is often assumed that periodStart agrees with the periodEnd of the preceeding period, resulting in a time-discretization.

Version:

1.0

Author:

Christian Fries

See Also:

• Serialized Form

Constructor Summary

Constructors

Constructor	Description
Period(LocalDate fixing, LocalDate payment, LocalDate periodStart, LocalDate periodEnd)

Method Summary

Modifier and Type	Method	Description
int	compareTo(Period o)
boolean	equals(Object obj)
LocalDate	getFixing()
LocalDate	getPayment()
LocalDate	getPeriodEnd()
LocalDate	getPeriodStart()
int	hashCode()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Details

Period

public Period(LocalDate fixing,
 LocalDate payment,
 LocalDate periodStart,
 LocalDate periodEnd)

Method Details

getFixing

public LocalDate getFixing()

getPayment

public LocalDate getPayment()

getPeriodStart

public LocalDate getPeriodStart()

getPeriodEnd

public LocalDate getPeriodEnd()

compareTo

public int compareTo(Period o)

Specified by:

compareTo in interface Comparable<Period>

hashCode

public int hashCode()

Overrides:

hashCode in class Object

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

toString

public String toString()

Overrides:

toString in class Object