Uses of Class
net.finmath.time.ScheduleGenerator.ShortPeriodConvention
Package | Description |
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net.finmath.modelling.descriptor |
Provides interface separating implementation from specification (of models and products)
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net.finmath.time |
Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
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Uses of ScheduleGenerator.ShortPeriodConvention in net.finmath.modelling.descriptor
Constructors in net.finmath.modelling.descriptor with parameters of type ScheduleGenerator.ShortPeriodConvention Constructor Description ScheduleDescriptor(LocalDate startDate, LocalDate maturityDate, ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, AbstractBusinessdayCalendar abstractBusinessdayCalendar, int fixingOffsetDays, int paymentOffsetDays)
Construct a schedule descriptor via a set of parameters for a factory.ScheduleDescriptor(LocalDate startDate, LocalDate maturityDate, ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays, boolean isUseEndOfMonth)
Construct a schedule descriptor via a set of parameters for a factory. -
Uses of ScheduleGenerator.ShortPeriodConvention in net.finmath.time
Methods in net.finmath.time that return ScheduleGenerator.ShortPeriodConvention Modifier and Type Method Description ScheduleGenerator.ShortPeriodConvention
SchedulePrototype. getShortPeriodConvention()
static ScheduleGenerator.ShortPeriodConvention
ScheduleGenerator.ShortPeriodConvention. valueOf(String name)
Returns the enum constant of this type with the specified name.static ScheduleGenerator.ShortPeriodConvention[]
ScheduleGenerator.ShortPeriodConvention. values()
Returns an array containing the constants of this enum type, in the order they are declared.Methods in net.finmath.time with parameters of type ScheduleGenerator.ShortPeriodConvention Modifier and Type Method Description 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}.Constructors in net.finmath.time with parameters of type ScheduleGenerator.ShortPeriodConvention Constructor Description ScheduleMetaData(ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays, boolean isUseEndOfMonth)
Deprecated.Construct the ScheduleMetaData.SchedulePrototype(ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays, boolean isUseEndOfMonth)
Construct the ScheduleMetaData.