static ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.builder() |
Returns a builder used to create an instance of the bean.
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ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Meta.builder() |
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ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Builder.flatFloatingLeg(IborRateSwapLegConvention flatFloatingLeg) |
Sets the market convention of the floating leg that does not have the spread applied.
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ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Builder.name(String name) |
Sets the convention name.
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ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Builder.set(String propertyName,
Object newValue) |
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ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
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ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset) |
Sets the offset of the spot value date from the trade date.
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ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Builder.spreadFloatingLeg(IborRateSwapLegConvention spreadFloatingLeg) |
Sets the market convention of the floating leg to which the spread leg is added.
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ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Builder.spreadLeg(FixedRateSwapLegConvention spreadLeg) |
Sets the market convention of the fixed leg for the spread.
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ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.toBuilder() |
Returns a builder that allows this bean to be mutated.
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