Uses of Class
net.finmath.modelling.descriptor.ScheduleDescriptor
Packages that use ScheduleDescriptor
Package
Description
Provides interface separating implementation from specification (of models and products)
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 ScheduleDescriptorModifier and TypeMethodDescriptionInterestRateSwapLegProductDescriptor.getLegScheduleDescriptor()
Return the descriptor of the schedule of this product descriptor.Constructors in net.finmath.modelling.descriptor with parameters of type ScheduleDescriptorModifierConstructorDescriptionInterestRateSwapLegProductDescriptor
(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 ScheduleDescriptorModifier and TypeMethodDescriptionSchedulePrototype.generateScheduleDescriptor
(LocalDate startDate, LocalDate endDate) Generate a schedule descriptor for the given start and end date.