| Package | Description |
|---|---|
| net.finmath.time |
Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
|
| Modifier and Type | Method and Description |
|---|---|
static TimeDiscretization.ShortPeriodLocation |
TimeDiscretization.ShortPeriodLocation.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static TimeDiscretization.ShortPeriodLocation[] |
TimeDiscretization.ShortPeriodLocation.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Constructor and Description |
|---|
Tenor(double initial,
double last,
double deltaT,
TimeDiscretization.ShortPeriodLocation shortPeriodLocation)
Construct a tenor from meta data.
|
TimeDiscretization(double initial,
double last,
double deltaT,
TimeDiscretization.ShortPeriodLocation shortPeriodLocation)
Constructs an equi-distant time discretization with stub periods at start or end.
|
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