Package net.finmath.smartcontract.contract

Interface SmartDerivativeContractSchedule

All Known Implementing Classes:
SmartDerivativeContractScheduleGenerator.SimpleSchedule
public interface SmartDerivativeContractSchedule
Minimal interface for the event times of a smart derivative contract. The event times and events are as follows:
  • \( t^{\text{settlement}}_{i} \) - the time at which the settlement is performed
  • \( t^{\text{marginCheck}}_{i} \) - the time at which the margin accounts are checked for validity
  • \( [ t^{\text{accountAccessStart}}_{i}, t^{\text{accountAccessEnd}}_{i} \) - the time interval at which the margin accounts may be accessed

The interface provides these times in a collection. Note that the time \( t^{\text{accountAccessEnd}}_{i} \) is provided as an offset from \( t^{\text{accountAccessStart}}_{i} \).

Author:
Christian Fries