net.finmath.smartcontract.contract

Class SmartDerivativeContractScheduleGenerator

java.lang.Object

net.finmath.smartcontract.contract.SmartDerivativeContractScheduleGenerator

public class SmartDerivativeContractScheduleGenerator
extends Object

Generates schedules for smart derivative contracts. The schedule consists of settlement, account access and margin checks.

Author:

Christian Fries

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	SmartDerivativeContractScheduleGenerator.EventTimesImpl Simple POJO implementation of SmartDerivativeContractSchedule.EventTimes.
static class	SmartDerivativeContractScheduleGenerator.SimpleSchedule Simple list based implementation of SmartDerivativeContractSchedule.

Constructor Summary

Constructors

Constructor and Description
SmartDerivativeContractScheduleGenerator()

Method Summary

Modifier and Type	Method and Description
static SmartDerivativeContractSchedule	getScheduleForBusinessDays(String calendar, LocalDate startDate, LocalDate maturity, LocalTime settlementTime, Duration accountAccessAllowedDuration) Create a daily event schedule, where accountAccessStart is one minute after settlementTime, accountAccessEnd is accountAccessAllowedDuration after accountAccessStart, marginCheckTime is one minute after accountAccessEnd.
static SmartDerivativeContractSchedule	getScheduleForBusinessDays(String calendar, LocalDate startDate, LocalDate maturity, LocalTime settlementTime, LocalTime accountAccessAllowedStartTime, Duration accountAccessAllowedDuration, LocalTime marginCheckTime)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SmartDerivativeContractScheduleGenerator

public SmartDerivativeContractScheduleGenerator()

Method Detail

getScheduleForBusinessDays

public static SmartDerivativeContractSchedule getScheduleForBusinessDays(String calendar,
                                                                         LocalDate startDate,
                                                                         LocalDate maturity,
                                                                         LocalTime settlementTime,
                                                                         Duration accountAccessAllowedDuration)

Create a daily event schedule, where accountAccessStart is one minute after settlementTime, accountAccessEnd is accountAccessAllowedDuration after accountAccessStart, marginCheckTime is one minute after accountAccessEnd.

Parameters:

calendar -

startDate -

maturity -

settlementTime -

accountAccessAllowedDuration -

Returns:

A new schedule corresponding to the given meta data.

getScheduleForBusinessDays

public static SmartDerivativeContractSchedule getScheduleForBusinessDays(String calendar,
                                                                         LocalDate startDate,
                                                                         LocalDate maturity,
                                                                         LocalTime settlementTime,
                                                                         LocalTime accountAccessAllowedStartTime,
                                                                         Duration accountAccessAllowedDuration,
                                                                         LocalTime marginCheckTime)