Uses of Enum
net.finmath.time.businessdaycalendar.BusinessdayCalendar.DateRollConvention

Packages that use BusinessdayCalendar.DateRollConvention

Package	Description
net.finmath.marketdata.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.
net.finmath.marketdata2.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)
net.finmath.montecarlo.interestrate.products.indices	Provides a set of indices which can be used as part of a period.
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
net.finmath.time.businessdaycalendar	Provides business day calendars, e.g., as used in date roll conventions.

Uses of BusinessdayCalendar.DateRollConvention in net.finmath.marketdata.model.curves

Methods in net.finmath.marketdata.model.curves that return BusinessdayCalendar.DateRollConvention

Modifier and Type	Method	Description
BusinessdayCalendar.DateRollConvention	AbstractForwardCurve.getPaymentDateRollConvention()

Methods in net.finmath.marketdata.model.curves with parameters of type BusinessdayCalendar.DateRollConvention

Modifier and Type	Method	Description
static ForwardCurveInterpolation	ForwardCurveInterpolation.createForwardCurveFromForwards(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, double[] givenForwards)	Create a forward curve from given times and given forwards.
static ForwardCurveInterpolation	ForwardCurveInterpolation.createForwardCurveFromForwards(String name, Date referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, double[] givenForwards)	Create a forward curve from given times and given forwards.

Constructors in net.finmath.marketdata.model.curves with parameters of type BusinessdayCalendar.DateRollConvention

Modifier	Constructor	Description
	AbstractForwardCurve(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, String discountCurveName)	Construct a base forward curve with a reference date and a payment offset.
	AbstractForwardCurve(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, String discountCurveName)	Construct a base forward curve with a reference date and a payment offset.
	ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, String discountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention, double daycountScaling, double periodOffset)	Create a forward curve using a given referenceDiscountCurveForForwards.
	ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, String discountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention, DayCountConvention daycountConvention, double periodOffset)	Create a forward curve using a given referenceDiscountCurveForForwards.
	ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention)	Create a forward curve using a given referenceDiscountCurveForForwards.
	ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention, double daycountScaling, double periodOffset)	Create a forward curve using a given referenceDiscountCurveForForwards.
	ForwardCurveInterpolation(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName)	Generate a forward curve using a given discount curve and payment offset.
	ForwardCurveNelsonSiegelSvensson(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, DayCountConvention daycountConvention, double[] parameter, double timeScaling)
	ForwardCurveNelsonSiegelSvensson(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, DayCountConvention daycountConvention, double[] parameter, double timeScaling, double periodOffset)

Uses of BusinessdayCalendar.DateRollConvention in net.finmath.marketdata2.model.curves

Methods in net.finmath.marketdata2.model.curves that return BusinessdayCalendar.DateRollConvention

Modifier and Type	Method	Description
protected BusinessdayCalendar.DateRollConvention	AbstractForwardCurve.getPaymentDateRollConvention()

Methods in net.finmath.marketdata2.model.curves with parameters of type BusinessdayCalendar.DateRollConvention

Modifier and Type	Method	Description
static ForwardCurveInterpolation	ForwardCurveInterpolation.createForwardCurveFromForwards(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, RandomVariable[] givenForwards)	Create a forward curve from given times and given forwards.
static ForwardCurveInterpolation	ForwardCurveInterpolation.createForwardCurveFromForwards(String name, Date referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName, AnalyticModel model, double[] times, RandomVariable[] givenForwards)	Create a forward curve from given times and given forwards.

Constructors in net.finmath.marketdata2.model.curves with parameters of type BusinessdayCalendar.DateRollConvention

Modifier	Constructor	Description
	AbstractForwardCurve(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, String discountCurveName)	Construct a base forward curve with a reference date and a payment offset.
	AbstractForwardCurve(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, String discountCurveName)	Construct a base forward curve with a reference date and a payment offset.
	ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, String discountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention, double daycountScaling, double periodOffset)	Create a forward curve using a given referenceDiscountCurveForForwards.
	ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention)	Create a forward curve using a given referenceDiscountCurveForForwards.
	ForwardCurveFromDiscountCurve(String name, String referenceDiscountCurveName, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentOffsetBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentOffsetDateRollConvention, double daycountScaling, double periodOffset)	Create a forward curve using a given referenceDiscountCurveForForwards.
	ForwardCurveInterpolation(String name, LocalDate referenceDate, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, CurveInterpolation.InterpolationMethod interpolationMethod, CurveInterpolation.ExtrapolationMethod extrapolationMethod, CurveInterpolation.InterpolationEntity interpolationEntity, ForwardCurveInterpolation.InterpolationEntityForward interpolationEntityForward, String discountCurveName)	Generate a forward curve using a given discount curve and payment offset.

Uses of BusinessdayCalendar.DateRollConvention in net.finmath.modelling.descriptor

Constructors in net.finmath.modelling.descriptor with parameters of type BusinessdayCalendar.DateRollConvention

Modifier	Constructor	Description
	ScheduleDescriptor(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.
	ScheduleDescriptor(LocalDate startDate, LocalDate maturityDate, ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays, boolean isUseEndOfMonth)	Construct a schedule descriptor via a set of parameters for a factory.

Uses of BusinessdayCalendar.DateRollConvention in net.finmath.montecarlo.interestrate.products.indices

Constructors in net.finmath.montecarlo.interestrate.products.indices with parameters of type BusinessdayCalendar.DateRollConvention

Modifier	Constructor	Description
	LIBORIndex(String name, String currency, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention)
	NumerairePerformanceIndex(String name, String currency, String paymentOffsetCode, BusinessdayCalendar paymentBusinessdayCalendar, BusinessdayCalendar.DateRollConvention paymentDateRollConvention, DayCountConvention daycountConvention)

Uses of BusinessdayCalendar.DateRollConvention in net.finmath.time

Methods in net.finmath.time that return BusinessdayCalendar.DateRollConvention

Modifier and Type	Method	Description
BusinessdayCalendar.DateRollConvention	SchedulePrototype.getDateRollConvention()

Methods in net.finmath.time with parameters of type BusinessdayCalendar.DateRollConvention

Modifier and Type	Method	Description
static Schedule	ScheduleGenerator.createScheduleFromConventions(LocalDate referenceDate, LocalDate startDate, LocalDate maturityDate, ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)	ScheduleFromPeriods generation for given {referenceDate,startDate,maturityDate}.
static Schedule	ScheduleGenerator.createScheduleFromConventions(LocalDate referenceDate, LocalDate startDate, LocalDate maturityDate, ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays, boolean isUseEndOfMonth)	ScheduleFromPeriods generation for given {referenceDate,startDate,maturityDate}.

Constructors in net.finmath.time with parameters of type BusinessdayCalendar.DateRollConvention

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

Uses of BusinessdayCalendar.DateRollConvention in net.finmath.time.businessdaycalendar

Methods in net.finmath.time.businessdaycalendar that return BusinessdayCalendar.DateRollConvention

Modifier and Type	Method	Description
static BusinessdayCalendar.DateRollConvention	BusinessdayCalendar.DateRollConvention.getEnum(String string)	Get the date roll convention enum for a string (using common synonyms like "modfollow".
static BusinessdayCalendar.DateRollConvention	BusinessdayCalendar.DateRollConvention.valueOf(String name)	Returns the enum constant of this type with the specified name.
static BusinessdayCalendar.DateRollConvention[]	BusinessdayCalendar.DateRollConvention.values()	Returns an array containing the constants of this enum type, in the order they are declared.

Methods in net.finmath.time.businessdaycalendar with parameters of type BusinessdayCalendar.DateRollConvention

Modifier and Type	Method	Description
LocalDate	AbstractBusinessdayCalendar.getAdjustedDate(LocalDate baseDate, String dateOffsetCode, BusinessdayCalendar.DateRollConvention dateRollConvention)
LocalDate	AbstractBusinessdayCalendar.getAdjustedDate(LocalDate date, BusinessdayCalendar.DateRollConvention dateRollConvention)
LocalDate	BusinessdayCalendar.getAdjustedDate(LocalDate baseDate, String dateOffsetCode, BusinessdayCalendar.DateRollConvention dateRollConvention)	Get an adjusted date for a given date and offset code.
LocalDate	BusinessdayCalendar.getAdjustedDate(LocalDate date, BusinessdayCalendar.DateRollConvention dateRollConvention)	Get an adjusted date for a given date.