- build
- index
Sets the index of prices. The pay-off is computed based on this index The most
common implementation
- indexCalculationMethod
Sets reference price index calculation method. This specifies how the reference
index calculation oc
- lag
Sets the positive period between the price index and the accrual date, typically
a number of months.
- firstIndexValue
Sets the initial value of the index, optional. This optional field specifies the
initial value of th
- gearing
Sets the gearing multiplier, optional. This defines the gearing as an initial
value and a list of ad