Uses of Enum
net.finmath.time.ScheduleGenerator.Frequency
Package
Description
Provides interface separating implementation from specification (of models and products)
Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
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Uses of ScheduleGenerator.Frequency in net.finmath.modelling.descriptor
ModifierConstructorDescriptionScheduleDescriptor
(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 ScheduleGenerator.Frequency in net.finmath.time
Modifier and TypeMethodDescriptionSchedulePrototype.getFrequency()
static ScheduleGenerator.Frequency
Returns the enum constant of this type with the specified name.static ScheduleGenerator.Frequency[]
ScheduleGenerator.Frequency.values()
Returns an array containing the constants of this enum type, in the order they are declared.Modifier and TypeMethodDescriptionstatic 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}.ModifierConstructorDescriptionScheduleMetaData
(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.