Uses of Class
net.finmath.time.Period
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Packages that use Period 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.net.finmath.time.daycount Provides various day count conventions, e.g., as used in the definition of coupon payments of interest rate products. -
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Uses of Period in net.finmath.modelling.descriptor
Methods in net.finmath.modelling.descriptor that return types with arguments of type Period Modifier and Type Method Description List<Period>
ScheduleDescriptor. getPeriods()
The periods of a schedule generated from this descriptor.Constructor parameters in net.finmath.modelling.descriptor with type arguments of type Period Constructor Description ScheduleDescriptor(List<Period> periods, DayCountConvention daycountConvention)
Construct a schedule descriptor via a list of periods and daycount convention. -
Uses of Period in net.finmath.time
Methods in net.finmath.time that return Period Modifier and Type Method Description Period
RegularSchedule. getPeriod(int periodIndex)
Period
Schedule. getPeriod(int periodIndex)
Return the period for a given period index.Period
ScheduleFromPeriods. getPeriod(int periodIndex)
Methods in net.finmath.time that return types with arguments of type Period Modifier and Type Method Description ArrayList<Period>
RegularSchedule. getPeriods()
List<Period>
Schedule. getPeriods()
Returns the array of periods.List<Period>
ScheduleFromPeriods. getPeriods()
Iterator<Period>
RegularSchedule. iterator()
Iterator<Period>
ScheduleFromPeriods. iterator()
Methods in net.finmath.time with parameters of type Period Modifier and Type Method Description int
Period. compareTo(Period o)
Constructors in net.finmath.time with parameters of type Period Constructor Description ScheduleFromPeriods(LocalDate referenceDate, DayCountConvention daycountconvention, Period... periods)
Constructor parameters in net.finmath.time with type arguments of type Period Constructor Description ScheduleFromPeriods(LocalDate referenceDate, List<Period> periods, DayCountConvention daycountconvention)
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Uses of Period in net.finmath.time.daycount
Constructor parameters in net.finmath.time.daycount with type arguments of type Period Constructor Description DayCountConvention_ACT_ACT_ICMA(ArrayList<Period> periods, int frequency)
Create an ACT/ACT ICMA day count convention.
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