- build
- endDate
Sets the fixing date associated with the end date of the accrual period. The
overnight rate is accru
- fixingCalendar
Sets the resolved calendar that the index uses.
- index
Sets the Overnight index. The rate to be paid is based on this index. It will be
a well known market
- rateCutOffDays
Sets the number of business days before the end of the period that the rate is
cut off. When a rate
- startDate
Sets the fixing date associated with the start date of the accrual period. This
is also the first fi