Uses of Class
net.finmath.time.Period
Packages that use Period
Package
Description
Provides interface separating implementation from specification (of models and products)
Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
Provides various day count conventions, e.g., as used in the definition of coupon payments of interest rate products.
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Uses of Period in net.finmath.modelling.descriptor
Methods in net.finmath.modelling.descriptor that return types with arguments of type PeriodModifier and TypeMethodDescriptionScheduleDescriptor.getPeriods()
The periods of a schedule generated from this descriptor.Constructor parameters in net.finmath.modelling.descriptor with type arguments of type PeriodModifierConstructorDescriptionScheduleDescriptor(List<Period> periods, DayCountConvention daycountConvention)
Construct a schedule descriptor via a list of periods and daycount convention. -
Uses of Period in net.finmath.time
Methods in net.finmath.time that return PeriodModifier and TypeMethodDescriptionRegularSchedule.getPeriod(int periodIndex)
Schedule.getPeriod(int periodIndex)
Return the period for a given period index.ScheduleFromPeriods.getPeriod(int periodIndex)
Methods in net.finmath.time that return types with arguments of type PeriodModifier and TypeMethodDescriptionRegularSchedule.getPeriods()
Schedule.getPeriods()
Returns the array of periods.ScheduleFromPeriods.getPeriods()
RegularSchedule.iterator()
ScheduleFromPeriods.iterator()
Methods in net.finmath.time with parameters of type PeriodConstructors in net.finmath.time with parameters of type PeriodModifierConstructorDescriptionScheduleFromPeriods(LocalDate referenceDate, DayCountConvention daycountconvention, Period... periods)
Constructor parameters in net.finmath.time with type arguments of type PeriodModifierConstructorDescriptionScheduleFromPeriods(LocalDate referenceDate, List<Period> periods, DayCountConvention daycountconvention)
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Uses of Period in net.finmath.time.daycount
Constructor parameters in net.finmath.time.daycount with type arguments of type PeriodModifierConstructorDescriptionDayCountConvention_ACT_ACT_ICMA(ArrayList<Period> periods, int frequency)
Create an ACT/ACT ICMA day count convention.