Uses of Package
net.finmath.time.daycount
Packages that use net.finmath.time.daycount
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 volatility surfaces, e.g.,
interest rate volatility surfaces like (implied) caplet volatilities and swaption
volatilities.
Provides interface specification and implementation of volatility surfaces, e.g.,
interest rate volatility surfaces like (implied) caplet volatilities and swaption
volatilities.
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 various day count conventions, e.g., as used in the definition of coupon payments of interest rate products.
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Classes in net.finmath.time.daycount used by net.finmath.marketdata.model.curves
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Classes in net.finmath.time.daycount used by net.finmath.marketdata.model.volatilities
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Classes in net.finmath.time.daycount used by net.finmath.marketdata2.model.volatilities
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Classes in net.finmath.time.daycount used by net.finmath.modelling.descriptor
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Classes in net.finmath.time.daycount used by net.finmath.montecarlo.interestrate.products.indices
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Classes in net.finmath.time.daycount used by net.finmath.time
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Classes in net.finmath.time.daycount used by net.finmath.time.daycountClassDescriptionInterface for various day count conventions.Base class which calculates the day count by calculating the actual number of days between startDate and endDate.