Uses of Class
net.finmath.modelling.descriptor.ScheduleDescriptor

Packages that use ScheduleDescriptor

Package	Description
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.

Uses of ScheduleDescriptor in net.finmath.modelling.descriptor

Methods in net.finmath.modelling.descriptor that return ScheduleDescriptor

Modifier and Type	Method	Description
ScheduleDescriptor	InterestRateSwapLegProductDescriptor.getLegScheduleDescriptor()	Return the descriptor of the schedule of this product descriptor.

Constructors in net.finmath.modelling.descriptor with parameters of type ScheduleDescriptor

Constructor	Description
InterestRateSwapLegProductDescriptor(String forwardCurveName, String discountCurveName, ScheduleDescriptor legSchedule, double[] notionals, double[] spreads, boolean isNotionalExchanged)	Create the descriptor with notional and spread variable between periods.
InterestRateSwapLegProductDescriptor(String forwardCurveName, String discountCurveName, ScheduleDescriptor legSchedule, double notional, double spread, boolean isNotionalExchanged)	Create the descriptor with period uniform notional and spread.

Uses of ScheduleDescriptor in net.finmath.time

Methods in net.finmath.time that return ScheduleDescriptor

Modifier and Type	Method	Description
ScheduleDescriptor	SchedulePrototype.generateScheduleDescriptor(LocalDate startDate, LocalDate endDate)	Generate a schedule descriptor for the given start and end date.