- builder
Returns a builder used to create an instance of the bean.
- getAccrualMethod
Gets the method of accruing overnight interest, defaulted to 'Compounded'. Two
methods of accrual ar
- getDayCount
Gets the day count convention. This is used to convert dates to a numerical
value.
When building,
- getGearing
Gets the gearing multiplier, optional. This defines the gearing as an initial
value and a list of ad
- getIndex
Gets the Overnight index. The rate to be paid is based on this index It will be
a well known market
- getNegativeRateMethod
Gets the negative rate method, defaulted to 'AllowNegative'. This is used when
the interest rate, ob
- getRateCutOffDays
Gets the number of business days before the end of the period that the rate is
cut off, defaulted to
- getSpread
Gets the spread rate, optional. A 5% rate will be expressed as 0.05. This
defines the spread as an i
- <init>
- createAccrualPeriods
- createRateComputation
- getType