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finMath lib documentation

Package net.finmath.time

Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.

See: Description

Package net.finmath.time Description

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.
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Copyright © 2016 Christian P. Fries.

Copyright © 2017. All rights reserved.