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.

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

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