Package | Description |
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net.finmath.time |
Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
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net.finmath.time.daycount |
Provides various day count conventions, e.g., as used in the definition of coupon payments of interest rate products.
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Modifier and Type | Method and Description |
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Period |
ScheduleInterface.getPeriod(int periodIndex)
Return the period for a given period index.
|
Period |
Schedule.getPeriod(int periodIndex) |
Period |
RegularSchedule.getPeriod(int periodIndex) |
Modifier and Type | Method and Description |
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List<Period> |
ScheduleInterface.getPeriods()
Returns the array of periods.
|
List<Period> |
Schedule.getPeriods() |
ArrayList<Period> |
RegularSchedule.getPeriods() |
Iterator<Period> |
Schedule.iterator() |
Iterator<Period> |
RegularSchedule.iterator() |
Modifier and Type | Method and Description |
---|---|
int |
Period.compareTo(Period o) |
Constructor and Description |
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Schedule(LocalDate referenceDate,
DayCountConventionInterface daycountconvention,
Period... periods) |
Constructor and Description |
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Schedule(LocalDate referenceDate,
List<Period> periods,
DayCountConventionInterface daycountconvention) |
Constructor and Description |
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DayCountConvention_ACT_ACT_ICMA(ArrayList<Period> periods,
int frequency)
Create an ACT/ACT ICMA day count convention.
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