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 BusinessDayAdjustmentgetAccrualBusinessDayAdjustment()Gets the business day adjustment to apply to accrual schedule dates.CurrencygetCurrency()Gets the currency of the convention.DayCountgetDayCount()Gets the day count of the convention.BusinessDayAdjustmentgetEndDateBusinessDayAdjustment()Gets the business day adjustment to apply to the end date.RateIndexgetIndex()Gets the index of the convention.DaysAdjustmentgetPaymentDateOffset()Gets the offset of the payment date from the base date.BusinessDayAdjustmentgetStartDateBusinessDayAdjustment()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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