ThreeLegBasisSwapCurveNode |
ThreeLegBasisSwapCurveNode.Builder.build() |
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static ThreeLegBasisSwapCurveNode |
ThreeLegBasisSwapCurveNode.of(ThreeLegBasisSwapTemplate template,
ObservableId rateId) |
Returns a curve node for a three leg basis swap using the
specified instrument template and rate.
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static ThreeLegBasisSwapCurveNode |
ThreeLegBasisSwapCurveNode.of(ThreeLegBasisSwapTemplate template,
ObservableId rateId,
double additionalSpread) |
Returns a curve node for a three leg basis swap using the specified instrument template, rate key and spread.
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static ThreeLegBasisSwapCurveNode |
ThreeLegBasisSwapCurveNode.of(ThreeLegBasisSwapTemplate template,
ObservableId rateId,
double additionalSpread,
String label) |
Returns a curve node for a three leg basis swap using the specified instrument template, rate key, spread and label.
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ThreeLegBasisSwapCurveNode |
ThreeLegBasisSwapCurveNode.withDate(CurveNodeDate date) |
Returns a copy of this node with the specified date.
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