- getAccrualFactor
Gets the accrual factor, defaulted from the index if not set. This is the year
fraction of the contr
- getCurrency
Gets the currency that the future is traded in, defaulted from the index if not
set.
- getNotional
Gets the notional amount. This is the full notional of the deposit, such as 5
million dollars. The n
- builder
Returns a builder used to create an instance of the bean.
- getAccrualMethod
Gets the method of accruing Overnight interest. The average rate is calculated
based on this method
- getEndDate
Gets the last date of the rate calculation period. This is not necessarily a
valid business day on t
- getIndex
Gets the underlying Overnight index. The future is based on this index. It will
be a well known mark
- getLastTradeDate
Gets the last date of trading. This must be a valid business day on the fixing
calendar of index. Fo
- getRounding
Gets the definition of how to round the futures price, defaulted to no rounding.
The price is repre
- getSecurityId
Gets the security identifier. This identifier uniquely identifies the security
within the system.
- getStartDate
Gets the first date of the rate calculation period. This is not necessarily a
valid business day on
- <init>
Creates an instance.