net.finmath.time

Class Period

java.lang.Object

net.finmath.time.Period

All Implemented Interfaces:

java.lang.Comparable<Period>

public class Period
extends java.lang.Object
implements java.lang.Comparable<Period>

A period, i.e. a time interval suitable for securities with regular payment schedules. For example, the accrual period is usually given by the interval periodStart, periodEnd, where as fixing date and payment date can be adjusted versions of periodStart and periodsEnd, e.g. via fixing offsets and payment offsets. Period implement the Comparable interface by simply using getPeriodEnd().compareTo(), i.e., the ordering is determined by periodEnd only. For a list of subsequent (sorted) periods it is often assumed that periodStart agrees with the periodEnd of the preceeding period, resulting in a time-discretization.

Constructor Summary

Constructors

Constructor and Description
Period(java.util.Calendar fixing, java.util.Calendar payment, java.util.Calendar periodStart, java.util.Calendar periodEnd)

Method Summary

Modifier and Type	Method and Description
int	compareTo(Period o)
java.util.Calendar	getFixing()
java.util.Calendar	getPayment()
java.util.Calendar	getPeriodEnd()
java.util.Calendar	getPeriodStart()
java.lang.String	toString()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

Period

public Period(java.util.Calendar fixing,
              java.util.Calendar payment,
              java.util.Calendar periodStart,
              java.util.Calendar periodEnd)

Method Detail

getFixing

public java.util.Calendar getFixing()

getPayment

public java.util.Calendar getPayment()

getPeriodStart

public java.util.Calendar getPeriodStart()

getPeriodEnd

public java.util.Calendar getPeriodEnd()

compareTo

public int compareTo(Period o)

Specified by:

compareTo in interface java.lang.Comparable<Period>

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object