- build
- dayCount
Sets the day count convention. This is used to convert schedule period dates to
a numerical value.
- rate
Sets the interest rate to be paid. A 5% rate will be expressed as 0.05. This
defines the rate as an
- futureValueNotional
Sets the future value notional. This property is used when the fixed leg of a
swap has a future valu
- finalStub
Sets the final stub, optional. The final stub of a swap may have a different
rate from the regular a
- initialStub
Sets the initial stub, optional. The initial stub of a swap may have a different
rate from the regul