/src/main/java/net/finmath/time/ScheduleFromPeriods.java
periodEndTimes[periodIndex] = FloatingpointDate.getFloatingPointDateFromDate ( referenceDate, periods.get ( periodIndex ) .getPeriodEnd ( ) ) ; periodLength[periodIndex] = daycountconvention.getDaycountFraction ( periods.get ( periodIndex ) .getPeriodStart ( ) , periods.get ( periodIndex ) .getPeriodEnd ( ) ) ;
periodEndTimes = new double[periods.size()]; periodLength = new double[periods.size()]; for(int periodIndex=0; periodIndex < periods.size(); periodIndex++) { fixingTimes[periodIndex] = FloatingpointDate.getFloatingPointDateFromDate(referenceDate, periods.get(periodIndex).getFixing()); paymentTimes[periodIndex] = FloatingpointDate.getFloatingPointDateFromDate(referenceDate, periods.get(periodIndex).getPayment()); periodStartTimes[periodIndex] = FloatingpointDate.getFloatingPointDateFromDate(referenceDate, periods.get(periodIndex).getPeriodStart()); <extra_id_0> } } @Override public LocalDate getReferenceDate() { return referenceDate; }