Uses of Interface net.finmath.time.Schedule (finmath lib 5.0.0 API)

Packages that use Schedule
Package	Description
net.finmath.marketdata.calibration	Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
net.finmath.marketdata.model.bond	Provided classes related to the modelling of Bond curves.
net.finmath.marketdata.model.volatility.caplet	Algorithms related to bootstrapping and interpolation of caplet implied volatilities.
net.finmath.marketdata.products	Provides interface specification and implementation of products, e.g., calibration products.
net.finmath.marketdata2.calibration	Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
net.finmath.marketdata2.products	Provides interface specification and implementation of products, e.g., calibration products.
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a `net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel`.
net.finmath.montecarlo.interestrate.products.indices	Provides a set of indices which can be used as part of a period.
net.finmath.singleswaprate.annuitymapping	Classes providing options for the annuity mapping function.
net.finmath.singleswaprate.model.volatilities	Provides interface specification and implementation of volatility cubes, as well as a factory to create these, either via calibration from market data or construction from parameters.
net.finmath.singleswaprate.products	Provides interface specification and implementation of product based on a single interest rate curve.
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.

Uses of Schedule in net.finmath.marketdata.calibration

Constructors in net.finmath.marketdata.calibration with parameters of type Schedule
Constructor	Description
`CalibrationSpec(String symbol, String type, Schedule swapTenorDefinitionReceiver, String forwardCurveReceiverName, double spreadReceiver, String discountCurveReceiverName, Schedule swapTenorDefinitionPayer, String forwardCurvePayerName, double spreadPayer, String discountCurvePayerName, String calibrationCurveName, double calibrationTime)`	Calibration specification.
`CalibrationSpec(String type, Schedule swapTenorDefinitionReceiver, String forwardCurveReceiverName, double spreadReceiver, String discountCurveReceiverName, Schedule swapTenorDefinitionPayer, String forwardCurvePayerName, double spreadPayer, String discountCurvePayerName, String calibrationCurveName, double calibrationTime)`	Calibration specification.

Uses of Schedule in net.finmath.marketdata.model.bond

Methods in net.finmath.marketdata.model.bond that return Schedule
Modifier and Type	Method	Description
`Schedule`	Bond.`getSchedule()`

Constructors in net.finmath.marketdata.model.bond with parameters of type Schedule
Constructor	Description
`Bond(Schedule schedule, String discountCurveName, String survivalProbabilityCurveName, String basisFactorCurveName, double fixedCoupon)`	Creates a fixed coupon bond without recovery rate.
`Bond(Schedule schedule, String discountCurveName, String survivalProbabilityCurveName, String basisFactorCurveName, double fixedCoupon, double recoveryRate)`	Creates a fixed coupon bond with recovery rate.
`Bond(Schedule schedule, String discountCurveName, String forwardCurveName, String survivalProbabilityCurveName, String basisFactorCurveName, double fixedCoupon, double floatingSpread)`	Creates a fixed or floating bond without recovery rate.
`Bond(Schedule schedule, String discountCurveName, String forwardCurveName, String survivalProbabilityCurveName, String basisFactorCurveName, double fixedCoupon, double floatingSpread, double recoveryRate)`	Creates a bond.

Uses of Schedule in net.finmath.marketdata.model.volatility.caplet

Constructors in net.finmath.marketdata.model.volatility.caplet with parameters of type Schedule
Constructor	Description
`CapShiftedVol(Schedule schedule, String forwardCurveName, double strike, boolean isStrikeMoneyness, String discountCurveName, String volatilitySurfaceName, double shift)`	Create a Caplet with a given schedule, strike on a given forward curve (by name) with a given discount curve and volatility surface (by name).

Uses of Schedule in net.finmath.marketdata.products

Methods in net.finmath.marketdata.products that return Schedule
Modifier and Type	Method	Description
`Schedule`	Deposit.`getSchedule()`
`Schedule`	SwapLeg.`getSchedule()`

Methods in net.finmath.marketdata.products with parameters of type Schedule
Modifier and Type	Method	Description
`static double`	Swap.`getForwardSwapRate(Schedule fixSchedule, Schedule floatSchedule, ForwardCurve forwardCurve)`
`static double`	Swap.`getForwardSwapRate(Schedule fixSchedule, Schedule floatSchedule, ForwardCurve forwardCurve, AnalyticModel model)`
`static double`	SwapAnnuity.`getSwapAnnuity(double evaluationTime, Schedule schedule, DiscountCurve discountCurve, AnalyticModel model)`	Function to calculate an (idealized) swap annuity for a given schedule and discount curve.
`static double`	SwapAnnuity.`getSwapAnnuity(Schedule schedule, DiscountCurve discountCurve)`	Function to calculate an (idealized) swap annuity for a given schedule and discount curve.
`static double`	SwapAnnuity.`getSwapAnnuity(Schedule schedule, ForwardCurve forwardCurve)`	Function to calculate an (idealized) single curve swap annuity for a given schedule and forward curve.

Constructors in net.finmath.marketdata.products with parameters of type Schedule
Constructor	Description
`Cap(Schedule schedule, String forwardCurveName, double strike, boolean isStrikeMoneyness, String discountCurveName, String volatilitySurfaceName)`	Create a Caplet with a given schedule, strike on a given forward curve (by name) with a given discount curve and volatility surface (by name).
`Cap(Schedule schedule, String forwardCurveName, double strike, boolean isStrikeMoneyness, String discountCurveName, String volatilitySurfaceName, VolatilitySurface.QuotingConvention quotingConvention)`	Create a Caplet with a given schedule, strike on a given forward curve (by name) with a given discount curve and volatility surface (by name).
`Deposit(Schedule schedule, double rate, String discountCurveName)`
`ForwardRateAgreement(Schedule schedule, double spread, String forwardCurveName, String discountCurveName)`	Creates a payer FRA.
`ForwardRateAgreement(Schedule schedule, double spread, String forwardCurveName, String discountCurveName, boolean isPayer)`	Creates a FRA.
`Swap(Schedule scheduleReceiveLeg, double spreadReceive, String discountCurveReceiveName, Schedule schedulePayLeg, String forwardCurvePayName, String discountCurvePayName)`	Creates a swap with notional exchange.
`Swap(Schedule scheduleReceiveLeg, String forwardCurveReceiveName, double spreadReceive, String discountCurveReceiveName, Schedule schedulePayLeg, String forwardCurvePayName, double spreadPay, String discountCurvePayName)`	Creates a swap with notional exchange.
`Swap(Schedule scheduleReceiveLeg, String forwardCurveReceiveName, double spreadReceive, String discountCurveReceiveName, Schedule schedulePayLeg, String forwardCurvePayName, double spreadPay, String discountCurvePayName, boolean isNotionalExchanged)`	Creates a swap with notional exchange.
`SwapAnnuity(Schedule schedule, String discountCurveName)`	Creates a swap annuity for a given schedule and discount curve.
`SwapLeg(LocalDateTime cashFlowEffectiveDate, Schedule legSchedule, String forwardCurveName, double[] notionals, double[] spreads, String discountCurveName, boolean isNotionalExchanged)`	Creates a swap leg.
`SwapLeg(Optional<LocalDateTime> cashFlowEffectiveDate, Schedule legSchedule, String forwardCurveName, double[] notionals, double[] spreads, String discountCurveName, boolean isNotionalExchanged)`	Deprecated.
`SwapLeg(Optional<LocalDateTime> cashFlowEffectiveDate, Schedule legSchedule, String forwardCurveName, double spread, String discountCurveName)`	Creates a swap leg without notional reset and without notional exchange.
`SwapLeg(Optional<LocalDateTime> cashFlowEffectiveDate, Schedule legSchedule, String forwardCurveName, double spread, String discountCurveName, String discountCurveForNotionalResetName, boolean isNotionalExchanged)`	Creates a swap leg.
`SwapLeg(Schedule legSchedule, String forwardCurveName, double[] notionals, double[] spreads, String discountCurveName, boolean isNotionalExchanged)`	Creates a swap leg.
`SwapLeg(Schedule legSchedule, String forwardCurveName, double spread, String discountCurveName)`	Creates a swap leg without notional reset and without notional exchange.
`SwapLeg(Schedule legSchedule, String forwardCurveName, double spread, String discountCurveName, boolean isNotionalExchanged)`	Creates a swap leg without notional reset.
`SwapLeg(Schedule legSchedule, String forwardCurveName, double spread, String discountCurveName, String discountCurveForNotionalResetName, boolean isNotionalExchanged)`	Creates a swap leg.

Uses of Schedule in net.finmath.marketdata2.calibration

Constructors in net.finmath.marketdata2.calibration with parameters of type Schedule
Constructor	Description
`CalibrationSpec(String symbol, String type, Schedule swapTenorDefinitionReceiver, String forwardCurveReceiverName, double spreadReceiver, String discountCurveReceiverName, Schedule swapTenorDefinitionPayer, String forwardCurvePayerName, double spreadPayer, String discountCurvePayerName, String calibrationCurveName, double calibrationTime)`	Calibration specification.
`CalibrationSpec(String type, Schedule swapTenorDefinitionReceiver, String forwardCurveReceiverName, double spreadReceiver, String discountCurveReceiverName, Schedule swapTenorDefinitionPayer, String forwardCurvePayerName, double spreadPayer, String discountCurvePayerName, String calibrationCurveName, double calibrationTime)`	Calibration specification.

Uses of Schedule in net.finmath.marketdata2.products

Methods in net.finmath.marketdata2.products that return Schedule
Modifier and Type	Method	Description
`Schedule`	Deposit.`getSchedule()`
`Schedule`	SwapLeg.`getSchedule()`

Methods in net.finmath.marketdata2.products with parameters of type Schedule
Modifier and Type	Method	Description
`static RandomVariable`	Swap.`getForwardSwapRate(Schedule fixSchedule, Schedule floatSchedule, ForwardCurveInterface forwardCurve)`
`static RandomVariable`	Swap.`getForwardSwapRate(Schedule fixSchedule, Schedule floatSchedule, ForwardCurveInterface forwardCurve, AnalyticModel model)`
`static RandomVariable`	SwapAnnuity.`getSwapAnnuity(double evaluationTime, Schedule schedule, DiscountCurveInterface discountCurve, AnalyticModel model)`	Function to calculate an (idealized) swap annuity for a given schedule and discount curve.
`static RandomVariable`	SwapAnnuity.`getSwapAnnuity(Schedule schedule, DiscountCurveInterface discountCurve)`	Function to calculate an (idealized) swap annuity for a given schedule and discount curve.
`static RandomVariable`	SwapAnnuity.`getSwapAnnuity(Schedule schedule, ForwardCurveInterface forwardCurve)`	Function to calculate an (idealized) single curve swap annuity for a given schedule and forward curve.

Constructors in net.finmath.marketdata2.products with parameters of type Schedule
Constructor	Description
`Deposit(Schedule schedule, double rate, String discountCurveName)`
`ForwardRateAgreement(Schedule schedule, double spread, String forwardCurveName, String discountCurveName)`	Creates a payer FRA.
`ForwardRateAgreement(Schedule schedule, double spread, String forwardCurveName, String discountCurveName, boolean isPayer)`	Creates a FRA.
`Swap(Schedule scheduleReceiveLeg, String forwardCurveReceiveName, double spreadReceive, String discountCurveReceiveName, Schedule schedulePayLeg, String forwardCurvePayName, double spreadPay, String discountCurvePayName)`	Creates a swap with notional exchange.
`Swap(Schedule scheduleReceiveLeg, String forwardCurveReceiveName, double spreadReceive, String discountCurveReceiveName, Schedule schedulePayLeg, String forwardCurvePayName, double spreadPay, String discountCurvePayName, boolean isNotionalExchanged)`	Creates a swap with notional exchange.
`SwapAnnuity(Schedule schedule, String discountCurveName)`	Creates a swap annuity for a given schedule and discount curve.
`SwapLeg(Schedule legSchedule, String forwardCurveName, double spread, String discountCurveName)`	Creates a swap leg without notional reset and without notional exchange.
`SwapLeg(Schedule legSchedule, String forwardCurveName, double spread, String discountCurveName, boolean isNotionalExchanged)`	Creates a swap leg without notional reset.
`SwapLeg(Schedule legSchedule, String forwardCurveName, double spread, String discountCurveName, String discountCurveForNotionalResetName, boolean isNotionalExchanged)`	Creates a swap leg.

Uses of Schedule in net.finmath.modelling.descriptor

Methods in net.finmath.modelling.descriptor that return Schedule
Modifier and Type	Method	Description
`Schedule`	ScheduleDescriptor.`getSchedule(LocalDate referenceDate)`	Generate a schedule relative to the given reference date.

Constructors in net.finmath.modelling.descriptor with parameters of type Schedule
Constructor	Description
`ScheduleDescriptor(Schedule schedule)`	Extract a schedule descriptor from a schedule.

Uses of Schedule in net.finmath.montecarlo.interestrate.products

Methods in net.finmath.montecarlo.interestrate.products with parameters of type Schedule
Modifier and Type	Method	Description
`static RandomVariable`	SwaptionFromSwapSchedules.`getValueOfLegAnalytic(double evaluationTime, LIBORModelMonteCarloSimulationModel model, Schedule schedule, boolean paysFloatingRate, double fixRate, double notional)`	Determines the time \( t \)-measurable value of a swap leg (can handle fix or float).

Constructors in net.finmath.montecarlo.interestrate.products with parameters of type Schedule
Constructor	Description
`BermudanSwaptionFromSwapSchedules(LocalDateTime referenceDate, BermudanSwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate[] exerciseDates, LocalDate swapEndDate, double[] swaprates, double[] notionals, Schedule[] fixSchedules, Schedule[] floatSchedules)`	Create a Bermudan swaption.
`BermudanSwaptionFromSwapSchedules(LocalDateTime referenceDate, BermudanSwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate[] exerciseDates, LocalDate swapEndDate, double[] swaprates, double[] notionals, Schedule[] fixSchedules, Schedule[] floatSchedules, MonteCarloConditionalExpectationRegressionFactory conditionalExpectationRegressionFactory, RegressionBasisFunctionsProvider regressionBasisFunctionProvider)`	Create a Bermudan swaption from an array of underlying swap schedules (fix leg and float leg), swap rates and notionals.
`BermudanSwaptionFromSwapSchedules(LocalDateTime referenceDate, BermudanSwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate[] exerciseDates, LocalDate swapEndDate, double[] swaprates, double[] notionals, Schedule[] fixSchedules, Schedule[] floatSchedules, RegressionBasisFunctionsProvider regressionBasisFunctionProvider)`	Create a Bermudan swaption.
`BermudanSwaptionFromSwapSchedules(LocalDateTime referenceDate, BermudanSwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate[] exerciseDates, LocalDate swapEndDate, double swaprate, double notional, Schedule[] fixSchedules, Schedule[] floatSchedules)`	Create a Bermudan swaption.
`Swap(Notional notional, Schedule scheduleReceiveLeg, AbstractIndex indexReceiveLeg, double spreadReceiveLeg, Schedule schedulePayLeg, AbstractIndex indexPayLeg, double spreadPayLeg)`	Create a swap from schedules, notional, indices and spreads (fixed coupons).
`SwapLeg(Schedule legSchedule, Notional[] notionals, AbstractIndex index, double[] spreads, boolean couponFlow, boolean isNotionalExchanged)`	Creates a swap leg.
`SwapLeg(Schedule legSchedule, Notional notional, AbstractIndex index, double spread, boolean isNotionalExchanged)`	Creates a swap leg.
`SwapLeg(Schedule legSchedule, Notional notional, AbstractIndex index, double spread, boolean couponFlow, boolean isNotionalExchanged, boolean isNotionalAccruing)`	Creates a swap leg.
`SwaptionFromSwapSchedules(LocalDateTime referenceDate, SwaptionFromSwapSchedules.SwaptionType swaptionType, LocalDate exerciseDate, Schedule scheduleFixedLeg, Schedule scheduleFloatLeg, double swaprate, double notional, Swaption.ValueUnit valueUnit)`

Uses of Schedule in net.finmath.montecarlo.interestrate.products.indices

Constructors in net.finmath.montecarlo.interestrate.products.indices with parameters of type Schedule
Constructor	Description
`NumerairePerformanceOnScheduleIndex(String name, String currency, Schedule schedule)`

Uses of Schedule in net.finmath.singleswaprate.annuitymapping

Methods in net.finmath.singleswaprate.annuitymapping with parameters of type Schedule
Modifier and Type	Method	Description
`static AnnuityMapping`	AnnuityMappingFactory.`buildAnnuityMapping(double strike, Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType type, VolatilityCubeModel model)`	Build an annuity mapping.
`static AnnuityMapping`	AnnuityMappingFactory.`buildAnnuityMapping(double strike, Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType type, VolatilityCubeModel model, double lowerBound, double upperBound, int numberOfEvaluationPoints)`	Build an annuity mapping.

Constructors in net.finmath.singleswaprate.annuitymapping with parameters of type Schedule
Constructor	Description
`AnnuityMappingFactory(Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName)`	Create the factory.
`AnnuityMappingFactory(Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName, double strike, double lowerBound, double upperBound, int numberOfEvaluationPoints)`	Create the factory.
`BasicPiterbargAnnuityMapping(Schedule fixSchedule, Schedule floatSchedule, double strike, VolatilityCubeModel model, String discountCurveName, String volatilityCubeName)`	Create the annuity mapping.
`BasicPiterbargAnnuityMapping(Schedule fixSchedule, Schedule floatSchedule, double strike, VolatilityCubeModel model, String discountCurveName, String volatilityCubeName, double lowerBound, double upperBound, int numberOfEvaluationPoints)`	Create the annuity mapping.
`BasicPiterbargAnnuityMapping(Schedule fixSchedule, Schedule floatSchedule, VolatilityCubeModel model, String discountCurveName, String volatilityCubeName)`	Create the annuity mapping.
`ExponentialNormalizer(Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName, VolatilityCubeModel model)`	Create the exponential normalizer from information of the product.
`MultiPiterbargAnnuityMapping(Schedule fixSchedule, Schedule floatSchedule, double strike, VolatilityCubeModel model, String discountCurveName, String forwardCurveName, String volatilityCubeName, double lowerBound, double upperBound, int numberOfEvaluationPoints)`	Create the annuity mapping.
`MultiPiterbargAnnuityMapping(Schedule fixSchedule, Schedule floatSchedule, VolatilityCubeModel model, String discountCurveName, String forwardCurveName, String volatilityCubeName)`	Create the annuity mapping.
`SimplifiedLinearAnnuityMapping(Schedule schedule, double initialAnnuity, double initialSwapRate, double discountFactor)`
`SimplifiedLinearAnnuityMapping(Schedule fixSchedule, Schedule floatSchedule, AnalyticModel model, String discountCurveName)`	Construct the annuity mapping.

Uses of Schedule in net.finmath.singleswaprate.model.volatilities

Constructors in net.finmath.singleswaprate.model.volatilities with parameters of type Schedule
Constructor	Description
`VolVolCube(String name, LocalDate referenceDate, String referenceCubeName, Schedule schedule, double[] initialSwapRates)`	Create the volvol cube.

Uses of Schedule in net.finmath.singleswaprate.products

Methods in net.finmath.singleswaprate.products that return Schedule
Modifier and Type	Method	Description
`Schedule`	AbstractSingleSwapRateProduct.`getFixSchedule()`
`Schedule`	AbstractSingleSwapRateProduct.`getFloatSchedule()`

Constructors in net.finmath.singleswaprate.products with parameters of type Schedule
Constructor	Description
`AbstractSingleSwapRateProduct(Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName)`	Create the single swap rate product.
`AnnuityDummyProduct(Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping annuityMapping)`	Create the dummy product for the given annuity mapping.
`AnnuityDummyProduct(Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType annuityMappingType)`	Create the dummy product with the annuity mapping specified by type.
`CashSettledPayerSwaption(Schedule fixSchedule, Schedule floatSchedule, double strike, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType annuityMappingType)`	Create the product.
`CashSettledPayerSwaption(Schedule fixSchedule, Schedule floatSchedule, double strike, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType annuityMappingType, double replicationLowerBound, double replicationUpperBound, int replicationNumberOfEvaluationPoints)`	Create the product with custom replication settings.
`CashSettledReceiverSwaption(Schedule fixSchedule, Schedule floatSchedule, double strike, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType annuityMappingType)`	Create the product.
`CashSettledReceiverSwaption(Schedule fixSchedule, Schedule floatSchedule, double strike, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType annuityMappingType, double replicationLowerBound, double replicationUpperBound, int replicationNumberOfEvaluationPoints)`	Create the product with custom replication settings.
`ConstantMaturitySwap(Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName, AnnuityMapping.AnnuityMappingType annuityMappingType)`	Create the single swap rate product.
`NormalizingDummyProduct(Schedule fixSchedule, Schedule floatSchedule, String discountCurveName, String forwardCurveName, String volatilityCubeName, NormalizingFunction normalizer)`	Create the dummy product for a normalizer.

Uses of Schedule in net.finmath.time

Classes in net.finmath.time that implement Schedule
Modifier and Type	Class	Description
`class`	`RegularSchedule`	Simple schedule generated from `TimeDiscretization`
`class`	`ScheduleFromPeriods`	A schedule of interest rate periods with a fixing and payment.

Methods in net.finmath.time that return Schedule
Modifier and Type	Method	Description
`static Schedule`	ScheduleGenerator.`createScheduleFromConventions(LocalDate referenceDate, int spotOffsetDays, String startOffsetString, String maturityString, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)`	Simple schedule generation where startDate and maturityDate are calculated based on referenceDate, spotOffsetDays, startOffsetString and maturityString.
`static Schedule`	ScheduleGenerator.`createScheduleFromConventions(LocalDate referenceDate, int spotOffsetDays, String startOffsetString, String maturityString, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays, boolean isUseEndOfMonth)`	Simple schedule generation where startDate and maturityDate are calculated based on referenceDate, spotOffsetDays, startOffsetString and maturityString.
`static Schedule`	ScheduleGenerator.`createScheduleFromConventions(LocalDate referenceDate, String futureCode, String startOffsetString, String maturityString, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)`	ScheduleFromPeriods generation with futureCodes (in the format DEC17).
`static Schedule`	ScheduleGenerator.`createScheduleFromConventions(LocalDate referenceDate, String startOffsetString, String maturityString, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)`	Simple schedule generation where startDate and maturityDate are calculated based on referenceDate, startOffsetString and maturityString.
`static Schedule`	ScheduleGenerator.`createScheduleFromConventions(LocalDate referenceDate, LocalDate tradeDate, int spotOffsetDays, String startOffsetString, String maturityString, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)`	Simple schedule generation where startDate and maturityDate are calculated based on tradeDate, spotOffsetDays, startOffsetString and maturityString.
`static Schedule`	ScheduleGenerator.`createScheduleFromConventions(LocalDate referenceDate, LocalDate startDate, String frequency, double maturity, String daycountConvention, String shortPeriodConvention)`	Deprecated. Will be removed in version 2.3
`static Schedule`	ScheduleGenerator.`createScheduleFromConventions(LocalDate referenceDate, LocalDate startDate, String frequency, double maturity, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)`	Deprecated. Will be removed in version 2.3
`static Schedule`	ScheduleGenerator.`createScheduleFromConventions(LocalDate referenceDate, LocalDate startDate, LocalDate maturityDate, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)`	ScheduleFromPeriods generation for given {referenceDate,startDate,maturityDate}.
`static Schedule`	ScheduleGenerator.`createScheduleFromConventions(LocalDate referenceDate, LocalDate startDate, LocalDate maturityDate, ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)`	ScheduleFromPeriods generation for given {referenceDate,startDate,maturityDate}.
`static Schedule`	ScheduleGenerator.`createScheduleFromConventions(LocalDate referenceDate, LocalDate startDate, LocalDate maturityDate, ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays, boolean isUseEndOfMonth)`	ScheduleFromPeriods generation for given {referenceDate,startDate,maturityDate}.
`static Schedule`	ScheduleGenerator.`createScheduleFromConventions(Date referenceDate, Date startDate, Date maturityDate, String frequency, String daycountConvention, String shortPeriodConvention, String dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)`	ScheduleFromPeriods generation for given {referenceDate,startDate,maturityDate}.
`Schedule`	SchedulePrototype.`generateSchedule(LocalDate referenceDate, int maturity, int termination)`	Generate a schedule with start / end date determined by an offset in months from the reference date.
`Schedule`	SchedulePrototype.`generateSchedule(LocalDate referenceDate, int maturity, int termination, net.finmath.time.SchedulePrototype.OffsetUnit unit)`	Generate a schedule with start / end date determined by an offset from the reference date.
`Schedule`	SchedulePrototype.`generateSchedule(LocalDate referenceDate, LocalDate startDate, LocalDate endDate)`	Generate a schedule for the given start and end date.

Methods in net.finmath.time with parameters of type Schedule
Modifier and Type	Method	Description
`static String`	SchedulePrototype.`getOffsetCodeFromSchedule(Schedule schedule)`	Determines the offset code of a forward contract from a schedule.