Module net.finmath.lib

Package net.finmath.time.businessdaycalendar

package net.finmath.time.businessdaycalendar

Provides business day calendars, e.g., as used in date roll conventions.

Author:

Christian Fries

Related Packages

Package	Description
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
net.finmath.time.daycount	Provides various day count conventions, e.g., as used in the definition of coupon payments of interest rate products.

Class	Description
AbstractBusinessdayCalendar	Base class for all business day calendars.
BusinessdayCalendar
BusinessdayCalendar.DateOffsetUnit
BusinessdayCalendar.DateRollConvention
BusinessdayCalendarAny	A business day calendar, where every day is a business day.
BusinessdayCalendarExcludingGivenHolidays	An abstract base class for a business day calendar, where every day is a business day, except weekends days provided by a Set provided by the method getHolidays.
BusinessdayCalendarExcludingGivenSetOfHolidays	A class for a business day calendar, where every day is a business day, except weekends days provided by a Set.
BusinessdayCalendarExcludingLONHolidays	A business day calendar, where every day is a business day, except for weekends and London holidays
BusinessdayCalendarExcludingNYCHolidays	A business day calendar, where every day is a business day, except for weekends and New York holidays
BusinessdayCalendarExcludingTARGETHolidays	A business day calendar, where every day is a business day, expect the TARGET holidays.
BusinessdayCalendarExcludingWeekends	A business day calendar, where every day is a business day, expect SATURDAY and SUNDAY.