- getCurrency
- getDayCount
- getName
Gets the name that uniquely identifies this index. This name is used in
serialization and can be par
- calculateEffectiveFromFixing
Calculates the effective date from the fixing date. The fixing date is the date
on which the index i
- calculateMaturityFromEffective
Calculates the maturity date from the effective date. The effective date is the
date on which the im
- calculateFixingFromEffective
Calculates the fixing date from the effective date. The fixing date is the date
on which the index i
- calculateMaturityFromFixing
Calculates the maturity date from the fixing date. The fixing date is the date
on which the index is
- calculatePublicationFromFixing
Calculates the publication date from the fixing date. The fixing date is the
date on which the index
- getFixingCalendar
- of
Obtains an instance from the specified unique name.
- extendedEnum
Gets the extended enum helper. This helper allows instances of the index to be
looked up. It also pr
- getEffectiveDateOffset
Gets the number of days to add to the fixing date to obtain the effective date.
In most cases, the