Uses of Class
net.finmath.time.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
Modifier and TypeMethodDescriptionScheduleDescriptor.getPeriods()
The periods of a schedule generated from this descriptor.ModifierConstructorDescriptionScheduleDescriptor
(List<Period> periods, DayCountConvention daycountConvention) Construct a schedule descriptor via a list of periods and daycount convention. -
Uses of Period in net.finmath.time
Modifier and TypeMethodDescriptionRegularSchedule.getPeriod
(int periodIndex) Schedule.getPeriod
(int periodIndex) Return the period for a given period index.ScheduleFromPeriods.getPeriod
(int periodIndex) Modifier and TypeMethodDescriptionRegularSchedule.getPeriods()
Schedule.getPeriods()
Returns the array of periods.ScheduleFromPeriods.getPeriods()
RegularSchedule.iterator()
ScheduleFromPeriods.iterator()
ModifierConstructorDescriptionScheduleFromPeriods
(LocalDate referenceDate, DayCountConvention daycountconvention, Period... periods) ModifierConstructorDescriptionScheduleFromPeriods
(LocalDate referenceDate, List<Period> periods, DayCountConvention daycountconvention) -
Uses of Period in net.finmath.time.daycount
ModifierConstructorDescriptionDayCountConvention_ACT_ACT_ICMA
(ArrayList<Period> periods, int frequency) Create an ACT/ACT ICMA day count convention.