- build
- fixedRate
Sets the fixed interest rate to be paid. A 5% rate will be expressed as 0.05.
- businessDayAdjustment
Sets the business day adjustment to apply to the start and end date, optional.
The start and end da
- buySell
Sets whether the Ibor fixing deposit is 'Buy' or 'Sell'. A value of 'Buy'
implies that the floating
- endDate
Sets the end date of the deposit. Interest accrues until this date. This date is
typically set to be
- index
Sets the Ibor index. The floating rate to be paid or received is based on this
index It will be a we
- notional
Sets the notional amount. The notional expressed here must be non-negative. The
currency of the noti
- startDate
Sets the start date of the deposit. Interest accrues from this date. This date
is typically set to b
- currency
Sets the primary currency, defaulted to the currency of the index. This is the
currency of the depos
- dayCount
Sets the day count convention applicable, defaulted to the day count of the
index. This is used to c
- <init>