Uses of Package
net.finmath.time

Packages that use net.finmath.time

Package	Description
net.finmath.marketdata.calibration	Provides classes to create a calibrated model of curves from a collection of calibration products and corresponding target values.
net.finmath.marketdata.model.bond	Provided classes related to the modelling of Bond curves.
net.finmath.marketdata.model.curves	Provides interface specification and implementation of curves, e.g., interest rate curves like discount curves and forward curves.
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.marketdata.products	Provides interface specification and implementation of products, e.g., calibration products.
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)
net.finmath.montecarlo	Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.
net.finmath.montecarlo.assetderivativevaluation	Monte-Carlo models for asset value processes, like the Black Scholes model.
net.finmath.montecarlo.assetderivativevaluation.products	Products which may be valued using an AssetModelMonteCarloSimulationModel.
net.finmath.montecarlo.hybridassetinterestrate	Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
net.finmath.montecarlo.interestrate	Provides classes needed to generate a LIBOR market model (using numerical algorithms from net.finmath.montecarlo.process.
net.finmath.montecarlo.interestrate.models	Interest rate models implementing ProcessModel e.g. by extending AbstractProcessModel.
net.finmath.montecarlo.interestrate.models.covariance	Contains covariance models and their calibration as plug-ins for the LIBOR market model and volatility and correlation models which may be used to build a covariance model.
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.
net.finmath.montecarlo.interestrate.products.indices	Provides a set of indices which can be used as part of a period.
net.finmath.montecarlo.model	Provides an interface and a base class for process models, i.e., models providing the parameters for stochastic processes.
net.finmath.montecarlo.process	Interfaced for stochastic processes and numerical schemes for stochastic processes (SDEs), like the Euler scheme.
net.finmath.montecarlo.templatemethoddesign	Legacy classes related to Monte-Carlo simulation - used for teaching only.
net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation	Legacy classes related to Monte-Carlo simulation - used for teaching only.
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.annuitymapping	Classes providing options for the annuity mapping function.
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.singleswaprate.products	Provides interface specification and implementation of product based on a single interest rate curve.
net.finmath.swing	Provides utilities for Java swing (used in finmath applets).
net.finmath.time	Provides interfaces and classes for time discretizations, tenors and (swap) schedule generation.
net.finmath.time.daycount	Provides various day count conventions, e.g., as used in the definition of coupon payments of interest rate products.

Classes in net.finmath.time used by net.finmath.marketdata.calibration

Class and Description
Schedule Interface of a schedule of interest rate periods with a fixing and payment.

Classes in net.finmath.time used by net.finmath.marketdata.model.bond

Class and Description
Schedule Interface of a schedule of interest rate periods with a fixing and payment.

Classes in net.finmath.time used by net.finmath.marketdata.model.curves

Class and Description
TimeDiscretization

Classes in net.finmath.time used by net.finmath.marketdata.model.volatilities

Class and Description
SchedulePrototype Class to store any relevant information to generate schedules, which have different period structure but otherwise follow the same conventions.
TimeDiscretization

Classes in net.finmath.time used by net.finmath.marketdata.products

Class and Description
Schedule Interface of a schedule of interest rate periods with a fixing and payment.
TimeDiscretization

Classes in net.finmath.time used by net.finmath.modelling.descriptor

Class and Description
Period A period, i.e. a time interval suitable for securities with regular payment schedules.
Schedule Interface of a schedule of interest rate periods with a fixing and payment.
ScheduleGenerator.DaycountConvention Possible day count conventions supported by ScheduleGenerator.DaycountConvention.
ScheduleGenerator.Frequency Possible frequencies supported by ScheduleGenerator.
ScheduleGenerator.ShortPeriodConvention Possible stub period conventions supported.

Classes in net.finmath.time used by net.finmath.montecarlo

Class and Description
TimeDiscretization

Classes in net.finmath.time used by net.finmath.montecarlo.assetderivativevaluation

Class and Description
TimeDiscretization

Classes in net.finmath.time used by net.finmath.montecarlo.assetderivativevaluation.products

Class and Description
TimeDiscretization

Classes in net.finmath.time used by net.finmath.montecarlo.hybridassetinterestrate

Class and Description
TimeDiscretization

Classes in net.finmath.time used by net.finmath.montecarlo.interestrate

Class and Description
TimeDiscretization

Classes in net.finmath.time used by net.finmath.montecarlo.interestrate.models

Class and Description
TimeDiscretization

Classes in net.finmath.time used by net.finmath.montecarlo.interestrate.models.covariance

Class and Description
TimeDiscretization

Classes in net.finmath.time used by net.finmath.montecarlo.interestrate.products

Class and Description
Schedule Interface of a schedule of interest rate periods with a fixing and payment.
TimeDiscretization

Classes in net.finmath.time used by net.finmath.montecarlo.interestrate.products.indices

Class and Description
Schedule Interface of a schedule of interest rate periods with a fixing and payment.

Classes in net.finmath.time used by net.finmath.montecarlo.model

Class and Description
TimeDiscretization

Classes in net.finmath.time used by net.finmath.montecarlo.process

Class and Description
TimeDiscretization

Classes in net.finmath.time used by net.finmath.montecarlo.templatemethoddesign

Class and Description
TimeDiscretization

Classes in net.finmath.time used by net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation

Class and Description
TimeDiscretization

Classes in net.finmath.time used by net.finmath.singleswaprate

Class and Description
SchedulePrototype Class to store any relevant information to generate schedules, which have different period structure but otherwise follow the same conventions.

Classes in net.finmath.time used by net.finmath.singleswaprate.annuitymapping

Class and Description
Schedule Interface of a schedule of interest rate periods with a fixing and payment.

Classes in net.finmath.time used by net.finmath.singleswaprate.data

Class and Description
SchedulePrototype Class to store any relevant information to generate schedules, which have different period structure but otherwise follow the same conventions.

Classes in net.finmath.time used by net.finmath.singleswaprate.model.volatilities

Class and Description
Schedule Interface of a schedule of interest rate periods with a fixing and payment.
SchedulePrototype Class to store any relevant information to generate schedules, which have different period structure but otherwise follow the same conventions.

Classes in net.finmath.time used by net.finmath.singleswaprate.products

Class and Description
Schedule Interface of a schedule of interest rate periods with a fixing and payment.

Classes in net.finmath.time used by net.finmath.swing

Class and Description
TimeDiscretization

Classes in net.finmath.time used by net.finmath.time

Class and Description
Period A period, i.e. a time interval suitable for securities with regular payment schedules.
Schedule Interface of a schedule of interest rate periods with a fixing and payment.
ScheduleGenerator.DaycountConvention Possible day count conventions supported by ScheduleGenerator.DaycountConvention.
ScheduleGenerator.Frequency Possible frequencies supported by ScheduleGenerator.
ScheduleGenerator.ShortPeriodConvention Possible stub period conventions supported.
SchedulePrototype Class to store any relevant information to generate schedules, which have different period structure but otherwise follow the same conventions.
Tenor
TimeDiscretization
TimeDiscretizationFromArray This class represents a set of discrete points in time.
TimeDiscretizationFromArray.ShortPeriodLocation

Classes in net.finmath.time used by net.finmath.time.daycount

Class and Description
Period A period, i.e. a time interval suitable for securities with regular payment schedules.