net.finmath.time

Interface ScheduleInterface

All Superinterfaces:

Iterable<Period>

All Known Implementing Classes:

RegularSchedule, Schedule

public interface ScheduleInterface
extends Iterable<Period>

Interface of a schedule of interest rate periods with a fixing and payment. The periods have two representations: one a Period which contains Calendar dates and an alternative representation using doubles. Within a schedule, the mapping from doubles to dates is one to one.

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
DayCountConventionInterface	getDaycountconvention() Returns the daycount convention used to calculate period lengths.
double	getFixing(int periodIndex)
int	getNumberOfPeriods()
double	getPayment(int periodIndex)
Period	getPeriod(int periodIndex)
double	getPeriodLength(int periodIndex)
ArrayList<Period>	getPeriods() Returns the array of periods.
Calendar	getReferenceDate() Returns the reference data of this schedule.

Methods inherited from interface java.lang.Iterable

forEach, iterator, spliterator

Method Detail

getReferenceDate

Calendar getReferenceDate()

Returns the reference data of this schedule. The reference date is only used to convert dates to doubles using and internal daycount conventions (ACT/365) which does not need to agree with the daycount convention used to calculate period length.

Returns:

The reference data of this schedule corresponding to t=0.

getPeriods

ArrayList<Period> getPeriods()

Returns the array of periods.

Returns:

The array of periods.

getDaycountconvention

DayCountConventionInterface getDaycountconvention()

Returns the daycount convention used to calculate period lengths.

Returns:

The daycount convention used to calculate period lengths.

getNumberOfPeriods

int getNumberOfPeriods()

getPeriod

Period getPeriod(int periodIndex)

getFixing

double getFixing(int periodIndex)

getPayment

double getPayment(int periodIndex)

getPeriodLength

double getPeriodLength(int periodIndex)