Interface FloatRateSwapLegConvention
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- All Superinterfaces:
SwapLegConvention
- All Known Implementing Classes:
IborRateSwapLegConvention
,OvernightRateSwapLegConvention
public interface FloatRateSwapLegConvention extends SwapLegConvention
A market convention for the floating leg of rate swap trades based on an Ibor index or an Overnight index.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description BusinessDayAdjustment
getAccrualBusinessDayAdjustment()
Gets the business day adjustment to apply to accrual schedule dates.Currency
getCurrency()
Gets the currency of the convention.DayCount
getDayCount()
Gets the day count of the convention.BusinessDayAdjustment
getEndDateBusinessDayAdjustment()
Gets the business day adjustment to apply to the end date.RateIndex
getIndex()
Gets the index of the convention.DaysAdjustment
getPaymentDateOffset()
Gets the offset of the payment date from the base date.BusinessDayAdjustment
getStartDateBusinessDayAdjustment()
Gets the business day adjustment to apply to the start date.
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Method Detail
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getIndex
RateIndex getIndex()
Gets the index of the convention.- Returns:
- the underlying rate index
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getCurrency
Currency getCurrency()
Gets the currency of the convention.- Returns:
- the currency
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getDayCount
DayCount getDayCount()
Gets the day count of the convention.- Returns:
- the day count
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getPaymentDateOffset
DaysAdjustment getPaymentDateOffset()
Gets the offset of the payment date from the base date.- Returns:
- the payment day offset
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getStartDateBusinessDayAdjustment
BusinessDayAdjustment getStartDateBusinessDayAdjustment()
Gets the business day adjustment to apply to the start date.- Returns:
- the start date business day adjustment, not null
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getEndDateBusinessDayAdjustment
BusinessDayAdjustment getEndDateBusinessDayAdjustment()
Gets the business day adjustment to apply to the end date.- Returns:
- the end date business day adjustment, not null
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getAccrualBusinessDayAdjustment
BusinessDayAdjustment getAccrualBusinessDayAdjustment()
Gets the business day adjustment to apply to accrual schedule dates.- Returns:
- the accrual schedule dates business day adjustment, not null
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