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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Modifier and Type | Method and Description |
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static TimeDiscretizationFromArray.ShortPeriodLocation |
TimeDiscretizationFromArray.ShortPeriodLocation.valueOf(String name)
Returns the enum constant of this type with the specified name.
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static TimeDiscretizationFromArray.ShortPeriodLocation[] |
TimeDiscretizationFromArray.ShortPeriodLocation.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
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Constructor and Description |
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TenorFromArray(double initial,
double last,
double deltaT,
TimeDiscretizationFromArray.ShortPeriodLocation shortPeriodLocation)
Construct a tenor from meta data.
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TimeDiscretizationFromArray(double initial,
double last,
double deltaT,
TimeDiscretizationFromArray.ShortPeriodLocation shortPeriodLocation)
Constructs an equi-distant time discretization with stub periods at start or end.
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