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finMath lib documentation | |||||||||
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Packages that use Period | |
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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 |
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Methods in net.finmath.time that return Period | |
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Period |
ScheduleInterface.getPeriod(int periodIndex)
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Period |
Schedule.getPeriod(int periodIndex)
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Period |
RegularSchedule.getPeriod(int periodIndex)
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Methods in net.finmath.time that return types with arguments of type Period | |
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List<Period> |
ScheduleInterface.getPeriods()
Returns the array of periods. |
List<Period> |
Schedule.getPeriods()
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ArrayList<Period> |
RegularSchedule.getPeriods()
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Iterator<Period> |
Schedule.iterator()
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Iterator<Period> |
RegularSchedule.iterator()
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Methods in net.finmath.time with parameters of type Period | |
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int |
Period.compareTo(Period o)
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Constructors in net.finmath.time with parameters of type Period | |
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Schedule(Calendar referenceDate,
DayCountConventionInterface daycountconvention,
Period... periods)
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Constructor parameters in net.finmath.time with type arguments of type Period | |
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Schedule(Calendar referenceDate,
List<Period> periods,
DayCountConventionInterface daycountconvention)
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Uses of Period in net.finmath.time.daycount |
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Constructor parameters in net.finmath.time.daycount with type arguments of type Period | |
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DayCountConvention_ACT_ACT_ICMA(ArrayList<Period> periods,
int frequency)
Create an ACT/ACT ICMA day count convention. |
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Copyright © 2014 Christian P. Fries. | |||||||||
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