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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
package net.finmath.montecarlo.process;
import java.time.LocalDateTime;
import net.finmath.time.TimeDiscretization;
/**
* An object implementing this interfaces provides a suggestion for an optimal time-discretization
* associated with this object.
*
* Examples are:
*
* -
* a European option can implement this interface and provide a time discretization with a single point, its exercise date.
*
*
*
* @author Christian Fries
*/
public interface ProcessTimeDiscretizationProvider {
/**
* Returns a suggestion for a time discretization which is suited (or required) for the processing (e.g valuation) of this object.
*
* @param referenceDate A reference date relative to which the discretization is generated.
* @return A time discretization.
*/
TimeDiscretization getProcessTimeDiscretization(LocalDateTime referenceDate);
}