Interface Tenor

  • All Known Implementing Classes:
    TenorFromArray

    public interface Tenor
    Version:
    1.0
    Author:
    Christian Fries
    • Method Detail

      • getReferenceDate

        LocalDate getReferenceDate()
        Returns:
        The reference date of this tenor, i.e., the date mapped to 0.0
      • getDate

        LocalDate getDate​(int timeIndex)
        Returns the date for the given time index.
        Parameters:
        timeIndex - Time index
        Returns:
        Returns the date for a given time index.
      • getDaycountFraction

        double getDaycountFraction​(int timeIndex)
        Returns the day count fraction for the period form timeIndex to to timeIndex+1.
        Parameters:
        timeIndex - Time index
        Returns:
        Returns the day count fraction.