net.finmath.time

Interface ScheduleInterface

All Superinterfaces:

Iterable<Period>

All Known Implementing Classes:

RegularSchedule, Schedule

public interface ScheduleInterface
extends Iterable<Period>

Interface of a schedule of interest rate periods with a fixing and payment. The periods have two representations: one a Period which contains LocalDate dates and an alternative representation using doubles. Within a schedule, the mapping from doubles to dates is one to one.

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
DayCountConventionInterface	getDaycountconvention() Returns the daycount convention used to calculate period lengths.
double	getFixing(int periodIndex) Return the fixing converted to the internal daycounting relative to the schedules reference date.
int	getNumberOfPeriods() Returns the number of periods.
double	getPayment(int periodIndex) Return the payment date converted to the internal daycounting relative to the schedules reference date.
Period	getPeriod(int periodIndex) Return the period for a given period index.
double	getPeriodEnd(int periodIndex) Return the period end date converted to the internal daycounting relative to the schedules reference date.
double	getPeriodLength(int periodIndex) Return the period length for a given period index.
List<Period>	getPeriods() Returns the array of periods.
double	getPeriodStart(int periodIndex) Return the period start date converted to the internal daycounting relative to the schedules reference date.
LocalDate	getReferenceDate() Returns the reference data of this schedule.

Methods inherited from interface java.lang.Iterable

forEach, iterator, spliterator

Method Detail

getReferenceDate

LocalDate getReferenceDate()

Returns the reference data of this schedule. The reference date is only used to convert dates to doubles using and internal daycount conventions (ACT/365) which does not need to agree with the daycount convention used to calculate period length.

Returns:

The reference data of this schedule corresponding to t=0.

getPeriods

List<Period> getPeriods()

Returns the array of periods.

Returns:

The array of periods.

getDaycountconvention

DayCountConventionInterface getDaycountconvention()

Returns the daycount convention used to calculate period lengths.

Returns:

The daycount convention used to calculate period lengths.

getNumberOfPeriods

int getNumberOfPeriods()

Returns the number of periods.

Returns:

The number of periods.

getPeriod

Period getPeriod(int periodIndex)

Return the period for a given period index.

Parameters:

periodIndex - A given period index.

Returns:

The period for the given period index.

getFixing

double getFixing(int periodIndex)

Return the fixing converted to the internal daycounting relative to the schedules reference date.

Parameters:

periodIndex - A given period index.

Returns:

The fixing converted to the internal daycounting relative to the schedules reference date.

getPayment

double getPayment(int periodIndex)

Return the payment date converted to the internal daycounting relative to the schedules reference date.

Parameters:

periodIndex - A given period index.

Returns:

The payment date converted to the internal daycounting relative to the schedules reference date.

getPeriodStart

double getPeriodStart(int periodIndex)

Return the period start date converted to the internal daycounting relative to the schedules reference date.

Parameters:

periodIndex - A given period index.

Returns:

The period start date converted to the internal daycounting relative to the schedules reference date.

getPeriodEnd

double getPeriodEnd(int periodIndex)

Return the period end date converted to the internal daycounting relative to the schedules reference date.

Parameters:

periodIndex - A given period index.

Returns:

The period end date converted to the internal daycounting relative to the schedules reference date.

getPeriodLength

double getPeriodLength(int periodIndex)

Return the period length for a given period index.

Parameters:

periodIndex - A given period index.

Returns:

The period length for a given period index.