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