Interface RateIndex

    • Method Detail

      • getFixingCalendar

        HolidayCalendarId getFixingCalendar()
        Gets the calendar that determines which dates are fixing dates.

        The rate will be fixed on each business day in this calendar.

        Returns:
        the calendar used to determine the fixing dates of the index
      • getTenor

        Tenor getTenor()
        Gets the tenor of the index.
        Returns:
        the tenor