Interface of a schedule of interest rate periods with a fixing and payment.
This 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
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.).
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.
This class represents a set of discrete points in time.
Possible day count conventions supported by
Possible frequencies supported by
Possible stub period conventions supported.
net.finmath.time.businessdaycalendarfor date roll conventions.
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