static ImmutableFixedOvernightSwapConvention.Builder |
ImmutableFixedOvernightSwapConvention.builder() |
Returns a builder used to create an instance of the bean.
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ImmutableFixedOvernightSwapConvention.Builder |
ImmutableFixedOvernightSwapConvention.Meta.builder() |
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ImmutableFixedOvernightSwapConvention.Builder |
ImmutableFixedOvernightSwapConvention.Builder.fixedLeg(FixedRateSwapLegConvention fixedLeg) |
Sets the market convention of the fixed leg.
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ImmutableFixedOvernightSwapConvention.Builder |
ImmutableFixedOvernightSwapConvention.Builder.floatingLeg(OvernightRateSwapLegConvention floatingLeg) |
Sets the market convention of the floating leg.
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ImmutableFixedOvernightSwapConvention.Builder |
ImmutableFixedOvernightSwapConvention.Builder.name(String name) |
Sets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.
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ImmutableFixedOvernightSwapConvention.Builder |
ImmutableFixedOvernightSwapConvention.Builder.set(String propertyName,
Object newValue) |
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ImmutableFixedOvernightSwapConvention.Builder |
ImmutableFixedOvernightSwapConvention.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
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ImmutableFixedOvernightSwapConvention.Builder |
ImmutableFixedOvernightSwapConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset) |
Sets the offset of the spot value date from the trade date.
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ImmutableFixedOvernightSwapConvention.Builder |
ImmutableFixedOvernightSwapConvention.toBuilder() |
Returns a builder that allows this bean to be mutated.
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