See: Description
| Interface | Description |
|---|---|
| RollConvention |
A convention defining how to roll dates.
|
| Class | Description |
|---|---|
| Frequency |
A periodic frequency used by financial products that have a specific event every so often.
|
| PeriodicSchedule |
Definition of a periodic schedule.
|
| PeriodicSchedule.Builder |
The bean-builder for
PeriodicSchedule. |
| PeriodicSchedule.Meta |
The meta-bean for
PeriodicSchedule. |
| RollConventions |
Constants and implementations for standard roll conventions.
|
| Schedule |
A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.
|
| Schedule.Builder |
The bean-builder for
Schedule. |
| Schedule.Meta |
The meta-bean for
Schedule. |
| SchedulePeriod |
A period in a schedule.
|
| SchedulePeriod.Builder |
The bean-builder for
SchedulePeriod. |
| SchedulePeriod.Meta |
The meta-bean for
SchedulePeriod. |
| Enum | Description |
|---|---|
| StubConvention |
A convention defining how to calculate stub periods.
|
| Exception | Description |
|---|---|
| ScheduleException |
Exception thrown when a schedule cannot be calculated.
|
The PeriodicSchedule class is
used to define a schedule in high level terms based on a
frequency,
stub convention,
roll convention.
This is then used to generate a Schedule
which is formed from one or more periods.
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.