Interface FixedFloatSwapConvention

    • Method Detail

      • getFixedLeg

        FixedRateSwapLegConvention getFixedLeg()
        Gets the market convention of the fixed leg.
        Returns:
        the fixed leg convention
      • getFloatingLeg

        FloatRateSwapLegConvention getFloatingLeg()
        Gets the market convention of the floating leg.
        Returns:
        the floating leg convention
      • toTemplate

        FixedFloatSwapTemplate toTemplate​(Tenor tenor)
        Obtains a template based on the specified tenor.

        The swap will start on the spot date.

        Parameters:
        tenor - the tenor of the swap
        Returns:
        the template