Module net.finmath.lib

Package net.finmath.time

Class ScheduleMetaData

java.lang.Object

net.finmath.time.SchedulePrototype

net.finmath.time.ScheduleMetaData

All Implemented Interfaces:

Serializable

@Deprecated
public class ScheduleMetaData
extends SchedulePrototype

Deprecated.

Class to store any relevant information to generate schedules, which have different period structure but otherwise follow the same conventions.

Author:

Christian Fries, Roland Bachl

See Also:

• Serialized Form

Constructor Summary

Constructors

Constructor	Description
ScheduleMetaData(ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays, boolean isUseEndOfMonth)	Deprecated. Construct the ScheduleMetaData.

Method Summary

Methods inherited from class net.finmath.time.SchedulePrototype

generateSchedule, generateSchedule, generateSchedule, generateScheduleDescriptor, getBusinessdayCalendar, getDateRollConvention, getDaycountConvention, getFixingOffsetDays, getFrequency, getOffsetCodeFromCurveName, getOffsetCodeFromSchedule, getPaymentOffsetDays, getShortPeriodConvention, isUseEndOfMonth

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

ScheduleMetaData

public ScheduleMetaData(ScheduleGenerator.Frequency frequency,
 ScheduleGenerator.DaycountConvention daycountConvention,
 ScheduleGenerator.ShortPeriodConvention shortPeriodConvention,
 BusinessdayCalendar.DateRollConvention dateRollConvention,
 BusinessdayCalendar businessdayCalendar,
 int fixingOffsetDays,
 int paymentOffsetDays,
 boolean isUseEndOfMonth)

Deprecated.

Construct the ScheduleMetaData.

Parameters:

frequency - The default frequency.

daycountConvention - The daycount convention.

shortPeriodConvention - If short period exists, have it first or last.

dateRollConvention - Adjustment to be applied to the all dates.

businessdayCalendar - Businessday calendar (holiday calendar) to be used for date roll adjustment.

fixingOffsetDays - Number of business days to be added to period start to get the fixing date.

paymentOffsetDays - Number of business days to be added to period end to get the payment date.

isUseEndOfMonth - If ShortPeriodConvention is LAST and startDate is an end of month date, all period will be adjusted to EOM. If ShortPeriodConvention is FIRST and maturityDate is an end of month date, all period will be adjusted to EOM.