Interface ScheduledSwapLeg

    • Method Detail

      • 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
      • 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