finMath lib documentation

Uses of Class
net.finmath.time.Period

Packages that use Period
net.finmath.time Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation. 
net.finmath.time.daycount Provides various day count conventions, e.g., as used in the definition of coupon payments of interest rate products. 
 

Uses of Period in net.finmath.time
 

Methods in net.finmath.time that return Period
 Period ScheduleInterface.getPeriod(int periodIndex)
           
 Period Schedule.getPeriod(int periodIndex)
           
 Period RegularSchedule.getPeriod(int periodIndex)
           
 

Methods in net.finmath.time that return types with arguments of type Period
 List<Period> ScheduleInterface.getPeriods()
          Returns the array of periods.
 List<Period> Schedule.getPeriods()
           
 ArrayList<Period> RegularSchedule.getPeriods()
           
 Iterator<Period> Schedule.iterator()
           
 Iterator<Period> RegularSchedule.iterator()
           
 

Methods in net.finmath.time with parameters of type Period
 int Period.compareTo(Period o)
           
 

Constructors in net.finmath.time with parameters of type Period
Schedule(Calendar referenceDate, DayCountConventionInterface daycountconvention, Period... periods)
           
 

Constructor parameters in net.finmath.time with type arguments of type Period
Schedule(Calendar referenceDate, List<Period> periods, DayCountConventionInterface daycountconvention)
           
 

Uses of Period in net.finmath.time.daycount
 

Constructor parameters in net.finmath.time.daycount with type arguments of type Period
DayCountConvention_ACT_ACT_ICMA(ArrayList<Period> periods, int frequency)
          Create an ACT/ACT ICMA day count convention.
 


Copyright © 2014 Christian P. Fries.

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