OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.accrualBusinessDayAdjustment(BusinessDayAdjustment accrualBusinessDayAdjustment) |
Sets the business day adjustment to apply to accrual schedule dates.
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.accrualFrequency(Frequency accrualFrequency) |
Sets the periodic frequency of accrual.
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.accrualMethod(OvernightAccrualMethod accrualMethod) |
Sets the method of accruing overnight interest, defaulted to 'Compounded'.
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static OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.builder() |
Returns a builder used to create an instance of the bean.
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Meta.builder() |
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.compoundingMethod(CompoundingMethod compoundingMethod) |
Sets the compounding method to use when there is more than one accrual period
in each payment period, optional with defaulting getter.
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.currency(Currency currency) |
Sets the leg currency, optional with defaulting getter.
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.dayCount(DayCount dayCount) |
Sets the day count convention applicable, optional with defaulting getter.
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.endDateBusinessDayAdjustment(BusinessDayAdjustment endDateBusinessDayAdjustment) |
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.index(OvernightIndex index) |
Sets the Overnight index.
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.paymentDateOffset(DaysAdjustment paymentDateOffset) |
Sets the offset of payment from the base date, optional with defaulting getter.
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.paymentFrequency(Frequency paymentFrequency) |
Sets the periodic frequency of payments, optional with defaulting getter.
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.rateCutOffDays(Integer rateCutOffDays) |
Sets the number of business days before the end of the period that the rate is cut off.
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.rollConvention(RollConvention rollConvention) |
Sets the convention defining how to roll dates, optional with defaulting getter.
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.set(String propertyName,
Object newValue) |
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.startDateBusinessDayAdjustment(BusinessDayAdjustment startDateBusinessDayAdjustment) |
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.stubConvention(StubConvention stubConvention) |
Sets the convention defining how to handle stubs, optional with defaulting getter.
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OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.toBuilder() |
Returns a builder that allows this bean to be mutated.
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