Class ForwardIborRateComputationFn

    • Constructor Detail

      • ForwardIborRateComputationFn

        public ForwardIborRateComputationFn()
        Creates an instance.
    • Method Detail

      • rate

        public double rate​(IborRateComputation computation,
                           LocalDate startDate,
                           LocalDate endDate,
                           RatesProvider provider)
        Description copied from interface: RateComputationFn
        Determines the applicable rate for the computation.

        Each type of rate has specific rules, encapsulated in RateComputation.

        The start date and end date refer to the accrual period. In many cases, this information is not necessary, however it does enable some implementations that would not otherwise be possible.

        Specified by:
        rate in interface RateComputationFn<IborRateComputation>
        computation - the computation definition
        startDate - the start date of the accrual period
        endDate - the end date of the accrual period
        provider - the rates provider
        the applicable rate