- builder
Returns a builder used to create an instance of the bean.
- of
Obtains a rate calculation for the specified index. The calculation will use the
day count and fixin
- getDayCount
Gets the day count convention. This is used to convert dates to a numerical
value.
When building,
- getFinalStub
Gets the rate to be used in final stub, optional. The final stub of a swap may
have different rate r
- getFixingDateOffset
Gets the offset of the fixing date from each adjusted reset date. The offset is
applied to the base
- getFixingRelativeTo
Gets the base date that each fixing is made relative to, defaulted to
'PeriodStart'. The fixing date
- getGearing
Gets the gearing multiplier, optional. This defines the gearing as an initial
value and a list of ad
- getIndex
Gets the Ibor index. The rate to be paid is based on this index It will be a
well known market index
- getInitialStub
Gets the rate to be used in initial stub, optional. The initial stub of a swap
may have different ra
- getNegativeRateMethod
Gets the negative rate method, defaulted to 'AllowNegative'. This is used when
the interest rate, ob
- getResetPeriods
Gets the reset schedule, used when averaging rates, optional. Most swaps have a
single fixing for ea
- getSpread
Gets the spread rate, with a 5% rate expressed as 0.05, optional. This defines
the spread as an init