- builder
Returns a builder used to create an instance of the bean.
- createRateComputation
Creates a rate observation where the start index value is known. This is
typically used for capital
- getIndex
Gets the index of prices. The pay-off is computed based on this index The most
common implementation
- getFirstIndexValue
Gets the initial value of the index, optional. This optional field specifies the
initial value of th
- getGearing
Gets the gearing multiplier, optional. This defines the gearing as an initial
value and a list of ad
- getIndexCalculationMethod
Gets reference price index calculation method. This specifies how the reference
index calculation oc
- getLag
Gets the positive period between the price index and the accrual date, typically
a number of months.
- <init>
- collectIndices
- createAccrualPeriods
- getType
- of
Obtains a rate calculation for the specified price index with known start index
value. The calculati