Interface FloatRateSwapLegConvention

    • Method Detail

      • getIndex

        RateIndex getIndex()
        Gets the index of the convention.
        Returns:
        the underlying rate index
      • getCurrency

        Currency getCurrency()
        Gets the currency of the convention.
        Returns:
        the currency
      • getDayCount

        DayCount getDayCount()
        Gets the day count of the convention.
        Returns:
        the day count
      • getPaymentDateOffset

        DaysAdjustment getPaymentDateOffset()
        Gets the offset of the payment date from the base date.
        Returns:
        the payment day offset
      • getStartDateBusinessDayAdjustment

        BusinessDayAdjustment getStartDateBusinessDayAdjustment()
        Gets the business day adjustment to apply to the start date.
        Returns:
        the start date business day adjustment, not null
      • getEndDateBusinessDayAdjustment

        BusinessDayAdjustment getEndDateBusinessDayAdjustment()
        Gets the business day adjustment to apply to the end date.
        Returns:
        the end date business day adjustment, not null