Sets the adjustment applied to the fixing date to obtain the effective date. The
effective date is t
Sets the calendar that determines which dates are fixing dates. The fixing date
is when the rate is
Sets the adjustment applied to the effective date to obtain the maturity date.
The maturity date is
Sets the currency of the index.
Sets the day count convention.
Sets the adjustment applied to the effective date to obtain the fixing date. The
fixing date is the
Sets the fixing time. The rate is fixed at the fixing time of the fixing date.
Sets the index name, such as 'GBP-LIBOR-3M'.
Sets whether the index is active, defaulted to true. Over time some indices
become inactive and are
Sets the default day count convention for the associated fixed leg. A rate index
is often paid again