- getFixingCalendar
Gets the resolved calendar that the index uses.
- getEndDate
Gets the end date of the accrual period. This is not necessarily a valid
business day. In this case,
- getIndex
Gets the Overnight index. The rate to be paid is based on this index. It will be
a well known market
- getStartDate
Gets the start date of the accrual period. This is not necessarily a valid
business day. In this cas
- of
Creates an instance from an index and accrual period dates The dates represent
the accrual period.
- observeOn
- <init>
- builder
Returns a builder used to create an instance of the bean.
- calculateEffectiveFromFixing
- calculateFixingFromEffective
- calculateMaturityFromEffective
- calculateMaturityFromFixing