Uses of Enum
net.finmath.time.ScheduleGenerator.ShortPeriodConvention
Packages that use ScheduleGenerator.ShortPeriodConvention
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.ShortPeriodConvention in net.finmath.modelling.descriptor
Constructors in net.finmath.modelling.descriptor with parameters of type ScheduleGenerator.ShortPeriodConventionModifierConstructorDescriptionScheduleDescriptor(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.ShortPeriodConvention in net.finmath.time
Methods in net.finmath.time that return ScheduleGenerator.ShortPeriodConventionModifier and TypeMethodDescriptionSchedulePrototype.getShortPeriodConvention()
Returns the enum constant of this type with the specified name.ScheduleGenerator.ShortPeriodConvention.values()
Returns an array containing the constants of this enum type, in the order they are declared.Methods in net.finmath.time with parameters of type ScheduleGenerator.ShortPeriodConventionModifier 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}.Constructors in net.finmath.time with parameters of type ScheduleGenerator.ShortPeriodConventionModifierConstructorDescriptionScheduleMetaData(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.