Package com.opengamma.strata.basics.schedule
Basic financial tools for working with date-based schedules.
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.
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Interface Summary Interface Description RollConvention A convention defining how to roll dates. -
Class Summary 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 forPeriodicSchedule.PeriodicSchedule.Meta The meta-bean forPeriodicSchedule.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 forSchedule.Schedule.Meta The meta-bean forSchedule.SchedulePeriod A period in a schedule.SchedulePeriod.Builder The bean-builder forSchedulePeriod.SchedulePeriod.Meta The meta-bean forSchedulePeriod. -
Enum Summary Enum Description StubConvention A convention defining how to calculate stub periods. -
Exception Summary Exception Description ScheduleException Exception thrown when a schedule cannot be calculated.