Uses of Interface
net.finmath.time.Tenor
| Package | Description |
|---|---|
| net.finmath.time |
Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
|
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Uses of Tenor in net.finmath.time
Classes in net.finmath.time that implement Tenor Modifier and Type Class Description classTenorFromArrayImplements a time discretization based on dates using a reference date and an daycount convention / year fraction.