public static ScheduleInterface createScheduleFromConventions(
			LocalDate referenceDate,
			LocalDate tradeDate,
			int spotOffsetDays,
			String startOffsetString,
			String maturityString,
			String frequency,
			String daycountConvention,
			String shortPeriodConvention,
			String dateRollConvention,
			BusinessdayCalendarInterface businessdayCalendar,
			int	fixingOffsetDays,
			int	paymentOffsetDays
			)
	{
		LocalDate spotDate = businessdayCalendar.getRolledDate(tradeDate, spotOffsetDays);
		LocalDate startDate = businessdayCalendar.createDateFromDateAndOffsetCode(spotDate, startOffsetString);
		LocalDate maturityDate = businessdayCalendar.createDateFromDateAndOffsetCode(startDate, maturityString);

		return createScheduleFromConventions(referenceDate, startDate, maturityDate, frequency, daycountConvention, shortPeriodConvention, dateRollConvention, businessdayCalendar, fixingOffsetDays, paymentOffsetDays);
	}
public static ScheduleInterface createScheduleFromConventions ( LocalDate referenceDate , LocalDate tradeDate , int spotOffsetDays , String startOffsetString , String maturityString , String frequency , String daycountConvention , String shortPeriodConvention , String dateRollConvention , BusinessdayCalendarInterface businessdayCalendar , int fixingOffsetDays , int paymentOffsetDays ) { LocalDate spotDate = businessdayCalendar . getRolledDate ( tradeDate , spotOffsetDays ) ; LocalDate startDate = businessdayCalendar . createDateFromDateAndOffsetCode ( spotDate , startOffsetString ) ; LocalDate maturityDate = businessdayCalendar . createDateFromDateAndOffsetCode ( startDate , maturityString ) ; return createScheduleFromConventions ( referenceDate , startDate , maturityDate , frequency , daycountConvention , shortPeriodConvention , dateRollConvention , businessdayCalendar , fixingOffsetDays , paymentOffsetDays ) ; }
Simple schedule generation where startDate and maturityDate are calculated based on tradeDate, spotOffsetDays, startOffsetString and maturityString.

The schedule generation considers short periods. Date rolling is ignored.

@param referenceDate The date which is used in the schedule to internally convert dates to doubles, i.e., the date where t=0.
@param tradeDate Base date for the schedule generation (used to build spot date).
@param spotOffsetDays Number of business days to be added to the trade date to obtain the spot date.
@param startOffsetString The start date as an offset from the spotDate (build from tradeDate and spotOffsetDays) entered as a code like 1D, 1W, 1M, 2M, 3M, 1Y, etc.
@param maturityString The end date of the last period entered as a code like 1D, 1W, 1M, 2M, 3M, 1Y, etc.
@param frequency The frequency (as String).
@param daycountConvention The daycount convention (as String).
@param shortPeriodConvention If short period exists, have it first or last (as String).
@param dateRollConvention Adjustment to be applied to the all dates (as String).
@param businessdayCalendar Business day calendar (holiday calendar) to be used for date roll adjustment.
@param fixingOffsetDays Number of business days to be added to period start to get the fixing date.
@param paymentOffsetDays Number of business days to be added to period end to get the payment date.
@return The corresponding schedule