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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 07.09.2013
*/
package net.finmath.time;
import java.time.LocalDate;
/**
* @author Christian Fries
*
* @version 1.0
*/
public interface Tenor {
/**
* @return The reference date of this tenor, i.e., the date mapped to 0.0
*/
LocalDate getReferenceDate();
/**
* Returns the date for the given time index.
*
* @param timeIndex Time index
* @return Returns the date for a given time index.
*/
LocalDate getDate(int timeIndex);
/**
* Returns the day count fraction for the period form timeIndex to to timeIndex+1.
*
* @param timeIndex Time index
* @return Returns the day count fraction.
*/
double getDaycountFraction(int timeIndex);
}