static ExplainKey<DayCount> |
ExplainKey.ACCRUAL_DAY_COUNT |
The day count used to calculate the year fraction.
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static ExplainKey<Integer> |
ExplainKey.ACCRUAL_DAYS |
The number of accrual days between the start and end dates.
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static ExplainKey<List<ExplainMap>> |
ExplainKey.ACCRUAL_PERIODS |
The list of accrual periods.
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static ExplainKey<Double> |
ExplainKey.ACCRUAL_YEAR_FRACTION |
The year fraction between the start and end dates.
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static ExplainKey<Double> |
ExplainKey.COMBINED_RATE |
The combined rate, including weighting.
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static ExplainKey<Boolean> |
ExplainKey.COMPLETED |
The flag to indicate that the period has completed.
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static ExplainKey<CompoundingMethod> |
ExplainKey.COMPOUNDING |
The method of compounding.
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static ExplainKey<Double> |
ExplainKey.CONVEXITY_ADJUSTED_RATE |
The convexity adjusted rate.
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static ExplainKey<Integer> |
ExplainKey.DAYS |
The actual number of days between the start and end dates.
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static ExplainKey<Double> |
ExplainKey.DISCOUNT_FACTOR |
The discount factor, typically derived from a curve.
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static ExplainKey<LocalDate> |
ExplainKey.END_DATE |
The accrual end date, adjusted to be a valid business day if necessary.
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static ExplainKey<Integer> |
ExplainKey.ENTRY_INDEX |
The index of this entry within the parent.
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static ExplainKey<String> |
ExplainKey.ENTRY_TYPE |
The type of this entry.
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static ExplainKey<Double> |
ExplainKey.FIXED_RATE |
The fixed rate, as defined in the contract.
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static ExplainKey<LocalDate> |
ExplainKey.FIXING_DATE |
The fixing date.
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static ExplainKey<CurrencyAmount> |
ExplainKey.FORECAST_VALUE |
The forecast value.
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static ExplainKey<Double> |
ExplainKey.FORWARD_RATE |
The forward rate.
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static ExplainKey<LocalDate> |
ExplainKey.FORWARD_RATE_END_DATE |
The end date used to calculate the forward rate.
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static ExplainKey<LocalDate> |
ExplainKey.FORWARD_RATE_START_DATE |
The start date used to calculate the forward rate.
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static ExplainKey<Boolean> |
ExplainKey.FROM_FIXING_SERIES |
The flag to indicate that the that the observed value is from a fixing time-series.
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static ExplainKey<Double> |
ExplainKey.GEARING |
The gearing, that the rate is multiplied by.
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static ExplainKey<Index> |
ExplainKey.INDEX |
The observed index, such as an Ibor or Overnight index.
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static ExplainKey<Double> |
ExplainKey.INDEX_VALUE |
The observed index value, typically derived from a curve.
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static ExplainKey<String> |
ExplainKey.LEG_TYPE |
An indication of the pay-off formula that applies to the leg.
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static ExplainKey<List<ExplainMap>> |
ExplainKey.LEGS |
The list of legs.
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static ExplainKey<CurrencyAmount> |
ExplainKey.NOTIONAL |
The effective notional, which may be converted from the contract notional in the case of FX reset.
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static ExplainKey<List<ExplainMap>> |
ExplainKey.OBSERVATIONS |
The list of rate observations.
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static ExplainKey<Double> |
ExplainKey.PAY_OFF_RATE |
The pay-off rate, which includes adjustments like weighting, spread and gearing.
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static ExplainKey<PayReceive> |
ExplainKey.PAY_RECEIVE |
Whether the entry is being paid or received.
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static ExplainKey<Currency> |
ExplainKey.PAYMENT_CURRENCY |
The currency of the payment.
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static ExplainKey<LocalDate> |
ExplainKey.PAYMENT_DATE |
The payment date, adjusted to be a valid business day if necessary.
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static ExplainKey<List<ExplainMap>> |
ExplainKey.PAYMENT_EVENTS |
The list of payment events.
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static ExplainKey<List<ExplainMap>> |
ExplainKey.PAYMENT_PERIODS |
The list of payment periods.
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static ExplainKey<CurrencyAmount> |
ExplainKey.PRESENT_VALUE |
The present value.
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static ExplainKey<List<ExplainMap>> |
ExplainKey.RESET_PERIODS |
The list of reset periods.
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static ExplainKey<Double> |
ExplainKey.SPREAD |
The spread, added to the forward rate.
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static ExplainKey<LocalDate> |
ExplainKey.START_DATE |
The accrual start date, adjusted to be a valid business day if necessary.
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static ExplainKey<Double> |
ExplainKey.STRIKE_VALUE |
The strike value.
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static ExplainKey<CurrencyAmount> |
ExplainKey.TRADE_NOTIONAL |
The notional, as defined in the trade.
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static ExplainKey<LocalDate> |
ExplainKey.UNADJUSTED_END_DATE |
The accrual end date, before any business day adjustment.
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static ExplainKey<LocalDate> |
ExplainKey.UNADJUSTED_PAYMENT_DATE |
The payment date, before any business day adjustment.
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static ExplainKey<LocalDate> |
ExplainKey.UNADJUSTED_START_DATE |
The accrual start date, before any business day adjustment.
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static ExplainKey<Double> |
ExplainKey.UNIT_AMOUNT |
The unit amount.
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static ExplainKey<Double> |
ExplainKey.WEIGHT |
The weight of this observation.
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