- of
Creates an instance from an index and period dates No rate cut-off applies.
- builder
Returns a builder used to create an instance of the bean.
- calculateEffectiveFromFixing
- calculateMaturityFromEffective
- calculateMaturityFromFixing
- calculatePublicationFromFixing
- getEndDate
Gets the fixing date associated with the end date of the accrual period. The
overnight rate is obser
- getFixingCalendar
Gets the resolved calendar that the index uses.
- getIndex
Gets the Overnight index. The rate to be paid is based on this index. It will be
a well known market
- getRateCutOffDays
Gets the number of business days before the end of the period that the rate is
cut off. When a rate
- getStartDate
Gets the fixing date associated with the start date of the accrual period. This
is also the first fi
- observeOn