- build
- index
Sets the Ibor index. The floating rate to be paid or received is based on this
index It will be a we
- businessDayAdjustment
Sets the business day adjustment to apply to the start and end date, optional
with defaulting getter
- currency
Sets the primary currency, optional with defaulting getter. This is the currency
of the deposit and
- dayCount
Sets the day count convention applicable, optional with defaulting getter. This
is used to convert d
- fixingDateOffset
Sets the offset of the fixing date from the start date, optional with defaulting
getter. The offset
- name
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting
getter. This will default
- spotDateOffset
Sets the offset of the spot value date from the trade date, optional with
defaulting getter. The off