net.finmath.time
Class Period

java.lang.Object
  net.finmath.time.Period

All Implemented Interfaces:

Comparable<Period>

public class Period
extends Object
implements Comparable<Period>

A period, i.e. a time interval suitable for securities with regular payment schedules. For example, the accrual period is usually given by the interval periodStart, periodEnd, where as fixing date and payment date can be adjusted versions of periodStart and periodsEnd, e.g. via fixing offsets and payment offsets. Period implement the Comparable interface by simply using getPeriodEnd().compareTo(), i.e., the ordering is determined by periodEnd only. For a list of subsequent (sorted) periods it is often assumed that periodStart agrees with the periodEnd of the preceeding period, resulting in a time-discretization.

Author:

Christian Fries

Constructor Summary

Period(Calendar fixing, Calendar payment, Calendar periodStart, Calendar periodEnd)

Method Summary

int	compareTo(Period o)
Calendar	getFixing()
Calendar	getPayment()
Calendar	getPeriodEnd()
Calendar	getPeriodStart()
String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

Period

public Period(Calendar fixing,
              Calendar payment,
              Calendar periodStart,
              Calendar periodEnd)

Method Detail

getFixing

public Calendar getFixing()

getPayment

public Calendar getPayment()

getPeriodStart

public Calendar getPeriodStart()

getPeriodEnd

public Calendar getPeriodEnd()

compareTo

public int compareTo(Period o)

Specified by:

compareTo in interface Comparable<Period>

toString

public String toString()

Overrides:

toString in class Object