Uses of Class
net.finmath.time.businessdaycalendar.AbstractBusinessdayCalendar
Packages that use AbstractBusinessdayCalendar
Package
Description
Provides interface separating implementation from specification (of models and products)
Provides business day calendars, e.g., as used in date roll conventions.
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Uses of AbstractBusinessdayCalendar in net.finmath.modelling.descriptor
Constructors in net.finmath.modelling.descriptor with parameters of type AbstractBusinessdayCalendarModifierConstructorDescriptionScheduleDescriptor(LocalDate startDate, LocalDate maturityDate, ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, AbstractBusinessdayCalendar abstractBusinessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)Construct a schedule descriptor via a set of parameters for a factory. -
Uses of AbstractBusinessdayCalendar in net.finmath.time.businessdaycalendar
Subclasses of AbstractBusinessdayCalendar in net.finmath.time.businessdaycalendarModifier and TypeClassDescriptionclassA business day calendar, where every day is a business day.classAn abstract base class for a business day calendar, where every day is a business day, except weekends days provided by aSetprovided by the methodgetHolidays.classA class for a business day calendar, where every day is a business day, except weekends days provided by aSet.classA business day calendar, where every day is a business day, except for weekends and London holidaysclassA business day calendar, where every day is a business day, except for weekends and New York holidaysclassA business day calendar, where every day is a business day, expect the TARGET holidays.classA business day calendar, where every day is a business day, expect SATURDAY and SUNDAY.