- All Superinterfaces:
- All Known Implementing Classes:
public interface ScheduledSwapLeg extends SwapLegA swap leg that defines dates using a schedule.
The swap is formed from a number of accrual periods and payment periods, defined by schedules.
All Methods Instance Methods Abstract Methods Modifier and Type Method Description
getAccrualSchedule()Gets the accrual period schedule.
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
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.
- the accrual schedule
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.
- the payment schedule