- build
- dayCount
Sets the day count convention. This is used to convert dates to a numerical
value.
When building,
- index
Sets the Overnight index. The rate to be paid is based on this index It will be
a well known market
- accrualMethod
Sets the method of accruing overnight interest, defaulted to 'Compounded'. Two
methods of accrual ar
- rateCutOffDays
Sets the number of business days before the end of the period that the rate is
cut off, defaulted to
- spread
Sets the spread rate, optional. A 5% rate will be expressed as 0.05. This
defines the spread as an i
- negativeRateMethod
Sets the negative rate method, defaulted to 'AllowNegative'. This is used when
the interest rate, ob
- gearing
Sets the gearing multiplier, optional. This defines the gearing as an initial
value and a list of ad