- build
- fixingDateOffset
Sets the offset of the FX reset fixing date from each adjusted accrual date. The
offset is applied t
- fixingRelativeTo
Sets the base date that each FX reset fixing is made relative to, defaulted to
'PeriodStart'. The FX
- index
Sets the FX index used to obtain the FX reset rate. This is the index of FX used
to obtain the FX re
- referenceCurrency
Sets the currency of the notional amount defined in the contract. This is the
currency of notional a
- initialNotionalValue
Sets the initial notional value, specified in the payment currency. If present,
this fixed amount re