Uses of Class
net.finmath.time.TimeDiscretizationFromArray

Packages that use TimeDiscretizationFromArray

Package	Description
net.finmath.montecarlo.interestrate.simple	Simplified version of Monte-Carlo interest rate model - LIBOR Market Model.
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.

Uses of TimeDiscretizationFromArray in net.finmath.montecarlo.interestrate.simple

Constructors in net.finmath.montecarlo.interestrate.simple with parameters of type TimeDiscretizationFromArray

Modifier	Constructor	Description
	SimpleLIBORMarketModelWithWMC(TimeDiscretizationFromArray timeDiscretizationFromArray, TimeDiscretizationFromArray liborPeriodDiscretization, int numberOfPaths, double[] liborInitialValues, LIBORVolatilityModel volatilityModel, LIBORCorrelationModel correlationModel, SimpleLIBORMarketModel targetScheme)

Uses of TimeDiscretizationFromArray in net.finmath.time

Subclasses of TimeDiscretizationFromArray in net.finmath.time

Modifier and Type	Class	Description
class	TenorFromArray	Implements a time discretization based on dates using a reference date and an daycount convention / year fraction.