- accrualFactor
Sets the accrual factor, defaulted from the index if not set. This is the year
fraction of the contr
- build
- index
Sets the underlying Ibor index. The future is based on this index. It will be a
well known market in
- lastTradeDate
Sets the last date of trading. This date is also the fixing date for the Ibor
index. This is typical
- notional
Sets the notional amount. This is the full notional of the deposit, such as 1
million dollars. The n
- securityId
Sets the security identifier. This identifier uniquely identifies the security
within the system.
- <init>
- currency
Sets the currency that the future is traded in, defaulted from the index if not
set.