Uses of Enum
net.finmath.time.ScheduleGenerator.ShortPeriodConvention
Packages that use ScheduleGenerator.ShortPeriodConvention
Package
Description
Provides interface separating implementation from specification (of models and products)
Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
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Uses of ScheduleGenerator.ShortPeriodConvention in net.finmath.modelling.descriptor
Constructors in net.finmath.modelling.descriptor with parameters of type ScheduleGenerator.ShortPeriodConventionModifierConstructorDescriptionScheduleDescriptor
(LocalDate startDate, LocalDate maturityDate, ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, AbstractBusinessdayCalendar abstractBusinessdayCalendar, int fixingOffsetDays, int paymentOffsetDays) Construct a schedule descriptor via a set of parameters for a factory.ScheduleDescriptor
(LocalDate startDate, LocalDate maturityDate, ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays, boolean isUseEndOfMonth) Construct a schedule descriptor via a set of parameters for a factory. -
Uses of ScheduleGenerator.ShortPeriodConvention in net.finmath.time
Methods in net.finmath.time that return ScheduleGenerator.ShortPeriodConventionModifier and TypeMethodDescriptionSchedulePrototype.getShortPeriodConvention()
Returns the enum constant of this type with the specified name.ScheduleGenerator.ShortPeriodConvention.values()
Returns an array containing the constants of this enum type, in the order they are declared.Methods in net.finmath.time with parameters of type ScheduleGenerator.ShortPeriodConventionModifier and TypeMethodDescriptionstatic Schedule
ScheduleGenerator.createScheduleFromConventions
(LocalDate referenceDate, LocalDate startDate, LocalDate maturityDate, ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays) ScheduleFromPeriods generation for given {referenceDate,startDate,maturityDate}.static Schedule
ScheduleGenerator.createScheduleFromConventions
(LocalDate referenceDate, LocalDate startDate, LocalDate maturityDate, ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays, boolean isUseEndOfMonth) ScheduleFromPeriods generation for given {referenceDate,startDate,maturityDate}.Constructors in net.finmath.time with parameters of type ScheduleGenerator.ShortPeriodConventionModifierConstructorDescriptionScheduleMetaData
(ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays, boolean isUseEndOfMonth) Deprecated.Construct the ScheduleMetaData.SchedulePrototype
(ScheduleGenerator.Frequency frequency, ScheduleGenerator.DaycountConvention daycountConvention, ScheduleGenerator.ShortPeriodConvention shortPeriodConvention, BusinessdayCalendar.DateRollConvention dateRollConvention, BusinessdayCalendar businessdayCalendar, int fixingOffsetDays, int paymentOffsetDays, boolean isUseEndOfMonth) Construct the ScheduleMetaData.