Package net.finmath.time
package net.finmath.time
Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
The swap schedule generation used business day calendars from
net.finmath.time.businessdaycalendar
for date roll conventions.- Author:
- Christian Fries
-
ClassDescriptionThis class provides the library wide conversion from a floating point number to a LocalDate.A period, i.e. a time interval suitable for securities with regular payment schedules.Simple schedule generated from
TimeDiscretizationInterface of a schedule of interest rate periods with a fixing and payment.A schedule of interest rate periods with a fixing and payment.Generates a schedule based on some meta data (frequency, maturity, date roll convention, etc.).Possible day count conventions supported byScheduleGenerator.DaycountConvention.Possible frequencies supported byScheduleGenerator.Possible stub period conventions supported.Deprecated.Class to store any relevant information to generate schedules, which have different period structure but otherwise follow the same conventions.Implements a time discretization based on dates using a reference date and an daycount convention / year fraction.Interface to classes providing time discretization, i.e. a map \( i \mapsto t_{i} \) for i = 0, 1, 2, ..., n.This class represents a set of discrete points in time.