Uses of Class
net.finmath.time.ScheduleFromPeriods

Packages that use ScheduleFromPeriods

Package	Description
net.finmath.marketdata.model.cds	Provides classes related to the valuations of CDS.

Uses of ScheduleFromPeriods in net.finmath.marketdata.model.cds

Constructors in net.finmath.marketdata.model.cds with parameters of type ScheduleFromPeriods

Constructor	Description
CDS(ScheduleFromPeriods schedule, String discountCurveName, String forwardCurveName, String survivalProbabilityCurveName, String recoveryRateCurveName, double floatingFeeSpread, double upfrontPayment, LocalDate tradeDate, CDS.ValuationModel valuationModel, CDS.DirtyCleanPrice dirtyCleanPrice, boolean useFinerDiscretization)	Creates a CDS with a floating fee, with upfront.
CDS(ScheduleFromPeriods schedule, String discountCurveName, String forwardCurveName, String survivalProbabilityCurveName, String recoveryRateCurveName, double floatingFeeSpread, LocalDate tradeDate, CDS.ValuationModel valuationModel, CDS.DirtyCleanPrice dirtyCleanPrice, boolean useFinerDiscretization)	Creates a CDS with a floating fee, no upfront.