FixedOvernightSwapCurveNode |
FixedOvernightSwapCurveNode.Builder.build() |
|
static FixedOvernightSwapCurveNode |
FixedOvernightSwapCurveNode.of(FixedOvernightSwapTemplate template,
ObservableId rateId) |
Returns a curve node for a Fixed-Overnight interest rate swap using the
specified instrument template and rate.
|
static FixedOvernightSwapCurveNode |
FixedOvernightSwapCurveNode.of(FixedOvernightSwapTemplate template,
ObservableId rateId,
double additionalSpread) |
Returns a curve node for a Fixed-Overnight interest rate swap using the
specified instrument template, rate key and spread.
|
static FixedOvernightSwapCurveNode |
FixedOvernightSwapCurveNode.of(FixedOvernightSwapTemplate template,
ObservableId rateId,
double additionalSpread,
String label) |
Returns a curve node for a Fixed-Overnight interest rate swap using the
specified instrument template, rate key, spread and label.
|
FixedOvernightSwapCurveNode |
FixedOvernightSwapCurveNode.withDate(CurveNodeDate date) |
Returns a copy of this node with the specified date.
|