Uses of Class
net.finmath.time.ScheduleGenerator.ShortPeriodConvention

Packages that use ScheduleGenerator.ShortPeriodConvention

Package	Description
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.

Uses of ScheduleGenerator.ShortPeriodConvention in net.finmath.time

Methods in net.finmath.time that return ScheduleGenerator.ShortPeriodConvention

Modifier and Type	Method and Description
static ScheduleGenerator.ShortPeriodConvention	ScheduleGenerator.ShortPeriodConvention.valueOf(String name) Returns the enum constant of this type with the specified name.
static ScheduleGenerator.ShortPeriodConvention[]	ScheduleGenerator.ShortPeriodConvention.values() Returns an array containing the constants of this enum type, in the order they are declared.

Methods in net.finmath.time with parameters of type ScheduleGenerator.ShortPeriodConvention

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.