- collectCurrencies
Collects all the currencies referred to by this calculation. This collects the
complete set of curre
- collectIndices
Collects all the indices referred to by this calculation. A calculation will
typically refer to at l
- createAccrualPeriods
Creates accrual periods based on the specified schedule. The specified accrual
schedule defines the
- getDayCount
Gets the day count convention. This is used to convert schedule period dates to
a numerical value.