- build
- fixingDateOffset
Sets the offset of the fixing date from each adjusted reset date. The offset is
applied to the base
- index
Sets the Ibor index. The rate to be paid is based on this index It will be a
well known market index
- spread
Sets the spread rate, with a 5% rate expressed as 0.05, optional. This defines
the spread as an init
- dayCount
Sets the day count convention. This is used to convert dates to a numerical
value.
When building,
- initialStub
Sets the rate to be used in initial stub, optional. The initial stub of a swap
may have different ra
- finalStub
Sets the rate to be used in final stub, optional. The final stub of a swap may
have different rate r
- gearing
Sets the gearing multiplier, optional. This defines the gearing as an initial
value and a list of ad
- negativeRateMethod
Sets the negative rate method, defaulted to 'AllowNegative'. This is used when
the interest rate, ob
- resetPeriods
Sets the reset schedule, used when averaging rates, optional. Most swaps have a
single fixing for ea
- firstRate
Sets the rate of the first reset period, which may be a stub, optional. A 5%
rate will be expressed
- firstRegularRate
Sets the rate of the first regular reset period, optional. A 5% rate will be
expressed as 0.05. In c