- getEffectiveDate
Gets the effective date of the investment implied by the fixing date. This is an
adjusted date with
- getIndex
Gets the Overnight index. The rate will be queried from this index.
- getMaturityDate
Gets the maturity date of the investment implied by the fixing date. This is an
adjusted date with a
- getFixingDate
Gets the date of the index fixing. This is an adjusted date with any business
day rule applied. Vali
- getPublicationDate
Gets the date that the rate implied by the fixing date is published. This is an
adjusted date with a
- getYearFraction
Gets the year fraction of the investment implied by the fixing date. This is
calculated using the da
- of
Creates an IborRateObservation from an index and fixing date. The reference data
is used to find the
- builder
Returns a builder used to create an instance of the bean.
- getCurrency
Gets the currency of the Overnight index.
- <init>
- toBuilder
Returns a builder that allows this bean to be mutated.