Interface ScheduledSwapLeg
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- All Superinterfaces:
Resolvable<ResolvedSwapLeg>
,SwapLeg
- All Known Implementing Classes:
KnownAmountSwapLeg
,RateCalculationSwapLeg
public interface ScheduledSwapLeg extends SwapLeg
A swap leg that defines dates using a schedule.The swap is formed from a number of accrual periods and payment periods, defined by schedules.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description PeriodicSchedule
getAccrualSchedule()
Gets the accrual period schedule.PaymentSchedule
getPaymentSchedule()
Gets the payment period schedule.-
Methods inherited from interface com.opengamma.strata.product.swap.SwapLeg
allCurrencies, allIndices, collectCurrencies, collectIndices, getCurrency, getEndDate, getPayReceive, getStartDate, getType, replaceStartDate, resolve
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Method Detail
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getAccrualSchedule
PeriodicSchedule getAccrualSchedule()
Gets the accrual period schedule.This is used to define the accrual periods. These are used directly or indirectly to determine other dates in the swap.
- Returns:
- the accrual schedule
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getPaymentSchedule
PaymentSchedule getPaymentSchedule()
Gets the payment period schedule.This is used to define the payment periods, including any compounding. The payment period dates are based on the accrual schedule.
- Returns:
- the payment schedule
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