net.finmath.time

Interface TenorInterface

All Known Implementing Classes:

Tenor

public interface TenorInterface

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
Calendar	getDate(int timeIndex) Returns the date for the given time index.
double	getDaycountFraction(int timeIndex) Returns the day count fraction for the period form timeIndex to to timeIndex+1.
Calendar	getReferenceDate()

Method Detail

getReferenceDate

Calendar getReferenceDate()

Returns:

The reference date of this tenor, i.e., the date mapped to 0.0

getDate

Calendar getDate(int timeIndex)

Returns the date for the given time index.

Parameters:

timeIndex - Time index

Returns:

Returns the date for a given time index.

getDaycountFraction

double getDaycountFraction(int timeIndex)

Returns the day count fraction for the period form timeIndex to to timeIndex+1.

Parameters:

timeIndex - Time index

Returns:

Returns the day count fraction.