Module net.finmath.lib
Package net.finmath.time

Interface Tenor

All Known Implementing Classes:
TenorFromArray
public interface Tenor
Version:
1.0
Author:
Christian Fries

  • Method Summary

    Modifier and Type
    Method
    Description
    LocalDate
    getDate​(int timeIndex)
    Returns the date for the given time index.
    double
    getDaycountFraction​(int timeIndex)
    Returns the day count fraction for the period form timeIndex to to timeIndex+1.
    LocalDate
    getReferenceDate()
     

  • Method Details

    • getReferenceDate

      LocalDate getReferenceDate()
      Returns:
      The reference date of this tenor, i.e., the date mapped to 0.0

    • getDate

      LocalDate getDate​(int timeIndex)
      Returns the date for the given time index.
      Parameters:
      timeIndex - Time index
      Returns:
      Returns the date for a given time index.

    • getDaycountFraction

      double getDaycountFraction​(int timeIndex)
      Returns the day count fraction for the period form timeIndex to to timeIndex+1.
      Parameters:
      timeIndex - Time index
      Returns:
      Returns the day count fraction.