Uses of Interface
net.finmath.time.ScheduleInterface

Packages that use ScheduleInterface

Package	Description
net.finmath.marketdata.calibration	Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
net.finmath.marketdata.products	Provides interface specification and implementation of products, e.g., calibration products.
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationInterface.
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.

Uses of ScheduleInterface in net.finmath.marketdata.calibration

Constructors in net.finmath.marketdata.calibration with parameters of type ScheduleInterface

Constructor and Description
CalibrationSpec(String type, ScheduleInterface swapTenorDefinitionReceiver, String forwardCurveReceiverName, double spreadReceiver, String discountCurveReceiverName, ScheduleInterface swapTenorDefinitionPayer, String forwardCurvePayerName, double spreadPayer, String discountCurvePayerName, String calibrationCurveName, double calibrationTime) Calibration specification.

Uses of ScheduleInterface in net.finmath.marketdata.products

Methods in net.finmath.marketdata.products that return ScheduleInterface

Modifier and Type	Method and Description
ScheduleInterface	SwapLeg.getSchedule()

Methods in net.finmath.marketdata.products with parameters of type ScheduleInterface

Modifier and Type	Method and Description
static double	Swap.getForwardSwapRate(ScheduleInterface fixSchedule, ScheduleInterface floatSchedule, ForwardCurveInterface forwardCurve)
static double	Swap.getForwardSwapRate(ScheduleInterface fixSchedule, ScheduleInterface floatSchedule, ForwardCurveInterface forwardCurve, AnalyticModelInterface model)
static double	SwapAnnuity.getSwapAnnuity(double evaluationTime, ScheduleInterface schedule, DiscountCurveInterface discountCurve, AnalyticModelInterface model) Function to calculate an (idealized) swap annuity for a given schedule and discount curve.
static double	SwapAnnuity.getSwapAnnuity(ScheduleInterface schedule, DiscountCurveInterface discountCurve) Function to calculate an (idealized) swap annuity for a given schedule and discount curve.
static double	SwapAnnuity.getSwapAnnuity(ScheduleInterface schedule, ForwardCurveInterface forwardCurve) Function to calculate an (idealized) single curve swap annuity for a given schedule and forward curve.

Constructors in net.finmath.marketdata.products with parameters of type ScheduleInterface

Constructor and Description
Cap(ScheduleInterface schedule, String forwardCurveName, double strike, boolean isStrikeMoneyness, String discountCurveName, String volatilitySurfaceName) Create a Caplet with a given schedule, strike on a given forward curve (by name) with a given discount curve and volatility surface (by name).
Cap(ScheduleInterface schedule, String forwardCurveName, double strike, boolean isStrikeMoneyness, String discountCurveName, String volatilitySurfaceName, VolatilitySurfaceInterface.QuotingConvention quotingConvention) Create a Caplet with a given schedule, strike on a given forward curve (by name) with a given discount curve and volatility surface (by name).
Swap(ScheduleInterface scheduleReceiveLeg, double spreadReceive, String discountCurveReceiveName, ScheduleInterface schedulePayLeg, String forwardCurvePayName, String discountCurvePayName) Creates a swap with notional exchange.
Swap(ScheduleInterface scheduleReceiveLeg, String forwardCurveReceiveName, double spreadReceive, String discountCurveReceiveName, ScheduleInterface schedulePayLeg, String forwardCurvePayName, double spreadPay, String discountCurvePayName) Creates a swap with notional exchange.
SwapAnnuity(ScheduleInterface schedule, String discountCurveName) Creates a swap annuity for a given schedule and discount curve.
SwapLeg(ScheduleInterface legSchedule, String forwardCurveName, double spread, String discountCurveName) Creates a swap leg (without notional exchange).
SwapLeg(ScheduleInterface legSchedule, String forwardCurveName, double spread, String discountCurveName, boolean isNotionalExchanged) Creates a swap leg.

Uses of ScheduleInterface in net.finmath.montecarlo.interestrate.products

Constructors in net.finmath.montecarlo.interestrate.products with parameters of type ScheduleInterface

Constructor and Description
Swap(AbstractNotional notional, ScheduleInterface scheduleReceiveLeg, AbstractIndex indexReceiveLeg, double spreadReceiveLeg, ScheduleInterface schedulePayLeg, AbstractIndex indexPayLeg, double spreadPayLeg) Create a swap from schedules, notional, indices and spreads (fixed coupons).
SwapLeg(ScheduleInterface legSchedule, AbstractNotional notional, AbstractIndex index, double spread, boolean isNotionalExchanged) Creates a swap leg.

Uses of ScheduleInterface in net.finmath.time

Classes in net.finmath.time that implement ScheduleInterface

Modifier and Type	Class and Description
class	RegularSchedule Simple schedule generated from TimeDiscretizationInterface
class	Schedule A schedule of interest rate periods with a fixing and payment.

Methods in net.finmath.time that return ScheduleInterface

Modifier and Type	Method and Description
static ScheduleInterface	ScheduleGenerator.createScheduleFromConventions(Calendar referenceDate, Calendar startDate, Calendar maturity, ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendarInterface.DateRollConvention dateRollConvention, BusinessdayCalendarInterface businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays) Schedule generation from meta data.
static ScheduleInterface	ScheduleGenerator.createScheduleFromConventions(Date referenceDate, Date startDate, Date maturityDate, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendarInterface businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays) Schedule generation from meta data.
static ScheduleInterface	ScheduleGenerator.createScheduleFromConventions(Date referenceDate, Date tradeDate, int spotOffsetDays, String startOffset, String maturity, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendarInterface businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays) Simple schedule generation.
static ScheduleInterface	ScheduleGenerator.createScheduleFromConventions(Date referenceDate, Date startDate, String frequency, double maturity, String daycountConvention, String shortPeriodConvention) Generates a schedule based on some meta data.
static ScheduleInterface	ScheduleGenerator.createScheduleFromConventions(Date referenceDate, Date startDate, String frequency, double maturity, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendarInterface businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays) Generates a schedule based on some meta data.
static ScheduleInterface	ScheduleGenerator.createScheduleFromConventions(Date referenceDate, int spotOffsetDays, String startOffset, String maturity, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendarInterface businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays) Simple schedule generation.
static ScheduleInterface	ScheduleGenerator.createScheduleFromConventions(Date referenceDate, String startOffset, String maturity, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendarInterface businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays) Simple schedule generation.