Uses of Class
net.finmath.time.SchedulePrototype

Packages that use SchedulePrototype

Package	Description
net.finmath.marketdata.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.
net.finmath.parser	Contains classes for parsing files.
net.finmath.singleswaprate	Contains all classes related to interest rate derivatives, which are evaluated by a change of measure to the annuity measure of a single swap rate.
net.finmath.singleswaprate.data	Provides classes to store and interact with market data.
net.finmath.singleswaprate.model.volatilities	Provides interface specification and implementation of volatility cubes, as well as a factory to create these, either via calibration from market data or construction from parameters.
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.

Uses of SchedulePrototype in net.finmath.marketdata.model.volatilities

Methods in net.finmath.marketdata.model.volatilities that return SchedulePrototype

Modifier and Type	Method	Description
SchedulePrototype	SwaptionDataLattice.getFixMetaSchedule()
SchedulePrototype	SwaptionDataLattice.getFloatMetaSchedule()

Constructors in net.finmath.marketdata.model.volatilities with parameters of type SchedulePrototype

Modifier	Constructor	Description
	SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, double displacement, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, double[] maturities, double[] tenors, double[] moneynesss, double[] values)	Create the lattice with SwaptionDataLattice.QuotingConvention.PAYERVOLATILITYLOGNORMAL.
	SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, double displacement, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, int[] maturitiesInMonths, int[] tenorsInMonths, int[] moneynessBP, double[] values)	Create the lattice with SwaptionDataLattice.QuotingConvention.PAYERVOLATILITYLOGNORMAL.
	SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, double displacement, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, String[] tenorCodes, int[] moneynessBP, double[] values)	Create the lattice with SwaptionDataLattice.QuotingConvention.PAYERVOLATILITYLOGNORMAL.
	SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, double[] maturities, double[] tenors, double[] moneynesss, double[] values)	Create the lattice.
	SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, int[] maturitiesInMonths, int[] tenorsInMonths, int[] moneynessBP, double[] values)	Create the lattice.
	SwaptionDataLattice(LocalDate referenceDate, SwaptionDataLattice.QuotingConvention quotingConvention, String forwardCurveName, String discountCurveName, SchedulePrototype floatMetaSchedule, SchedulePrototype fixMetaSchedule, String[] tenorCodes, int[] moneynessBP, double[] values)	Create the lattice.

Uses of SchedulePrototype in net.finmath.parser

Constructors in net.finmath.parser with parameters of type SchedulePrototype

Modifier	Constructor	Description
	CSVSwaptionParser(String[] maturities, String[] tenors, SchedulePrototype fixMetaSchedule, SchedulePrototype floatMetaSchedule)	Create the parser with filter on maturities and tenors.
	CSVSwaptionParser(SchedulePrototype fixMetaSchedule, SchedulePrototype floatMetaSchedule)	Create the parser with no filter on the maturities and tenors.

Uses of SchedulePrototype in net.finmath.singleswaprate

Methods in net.finmath.singleswaprate with parameters of type SchedulePrototype

Modifier and Type	Method	Description
static SwaptionDataLattice	Utils.convertMapOfTablesToLattice(Map<Integer,DataTable> tables, SwaptionDataLattice.QuotingConvention quotingConvention, LocalDate referenceDate, String discountCurveName, String forwardCurveName, SchedulePrototype fixMetaSchedule, SchedulePrototype floatMetaSchedule)	Convert a map of DataTable containing swaption data to a SwaptionDataLattice.
static SwaptionDataLattice	Utils.convertTableToLattice(DataTable table, SwaptionDataLattice.QuotingConvention quotingConvention, LocalDate referenceDate, String discountCurveName, String forwardCurveName, SchedulePrototype fixMetaSchedule, SchedulePrototype floatMetaSchedule)	Convert a DataTable containing swaption data to a SwaptionDataLattice.

Uses of SchedulePrototype in net.finmath.singleswaprate.data

Methods in net.finmath.singleswaprate.data that return SchedulePrototype

Modifier and Type	Method	Description
SchedulePrototype	DataTable.getScheduleMetaData()
SchedulePrototype	DataTableBasic.getScheduleMetaData()
SchedulePrototype	DataTableLight.getScheduleMetaData()

Methods in net.finmath.singleswaprate.data with parameters of type SchedulePrototype

Modifier and Type	Method	Description
static DataTableBasic	DataTableBasic.upgradeDataTableLight(DataTableLight baseTable, LocalDate referenceDate, SchedulePrototype scheduleMetaData)	Create a DataTableBasic by upgrading a DataTableLight to allow access via double representation.

Constructors in net.finmath.singleswaprate.data with parameters of type SchedulePrototype

Modifier	Constructor	Description
	DataTableBasic(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData)	Create an empty table.
	DataTableBasic(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, int[] maturities, int[] terminations, double[] values)	Create a table.
	DataTableBasic(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, List<Integer> maturities, List<Integer> terminations, List<Double> values)	Create a table.
	DataTableExtrapolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData)	Create an empty table.
	DataTableExtrapolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, int[] maturities, int[] terminations, double[] values)	Create a table.
	DataTableExtrapolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, List<Integer> maturities, List<Integer> terminations, List<Double> values)	Create a table.
	DataTableInterpolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData)	Create an empty table.
	DataTableInterpolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, int[] maturities, int[] terminations, double[] values)	Create a table.
	DataTableInterpolated(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, List<Integer> maturities, List<Integer> terminations, List<Double> values)	Create a table.
	DataTableLinear(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData)	Create an empty table.
	DataTableLinear(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, int[] maturities, int[] terminations, double[] values)	Create a table.
	DataTableLinear(String name, DataTable.TableConvention convention, LocalDate referenceDate, SchedulePrototype scheduleMetaData, List<Integer> maturities, List<Integer> terminations, List<Double> values)	Create a table.
	ErrorEstimation(LocalDate referenceDate, SchedulePrototype fixMetaSchedule, SchedulePrototype floatMetaSchedule, AnnuityMapping.AnnuityMappingType annuityMappingType, SwaptionDataLattice physicalPremiumsATM, SwaptionDataLattice cashPayerPremiums, SwaptionDataLattice cashReceiverPremiums, String discountCurveName, String forwardCurveName, String volatilityCubeName, double replicationLowerBound, double replicationUpperBound, int replicationNumberOfEvaluationPoints)	Create the class.

Uses of SchedulePrototype in net.finmath.singleswaprate.model.volatilities

Methods in net.finmath.singleswaprate.model.volatilities with parameters of type SchedulePrototype

Modifier and Type	Method	Description
static SABRVolatilityCubeParallel	SABRVolatilityCubeParallelFactory.createSABRVolatilityCubeParallel(String cubeName, LocalDate referenceDate, SchedulePrototype fixMetaSchedule, SchedulePrototype floatMetaSchedule, double sabrDisplacement, double sabrBeta, double sabrRho, double sabrVolvol, double correlationDecay, double iborOisDecorrelation, SwaptionDataLattice physicalATMSwaptions, VolatilityCubeModel model, String forwardCurveName)	Build a SABRVolatilityCubeParallel from given shared parameters and marketdata.

Uses of SchedulePrototype in net.finmath.time

Subclasses of SchedulePrototype in net.finmath.time

Modifier and Type	Class	Description
class	ScheduleMetaData	Deprecated.