contracts / InterestRateSwap / CommonLeg

CommonLeg

abstract class CommonLeg


Constructors

<init> CommonLeg(notional: Amount, paymentFrequency: Frequency, effectiveDate: LocalDate, effectiveDateAdjustment: DateRollConvention?, terminationDate: LocalDate, terminationDateAdjustment: DateRollConvention?, dayCountBasisDay: DayCountBasisDay, dayCountBasisYear: DayCountBasisYear, dayInMonth: Int, paymentRule: PaymentRule, paymentDelay: Int, paymentCalendar: BusinessCalendar, interestPeriodAdjustment: AccrualAdjustment)

Properties

dayCountBasisDay var dayCountBasisDay: DayCountBasisDay
dayCountBasisYear var dayCountBasisYear: DayCountBasisYear
dayInMonth var dayInMonth: Int
effectiveDate val effectiveDate: LocalDate
effectiveDateAdjustment val effectiveDateAdjustment: DateRollConvention?
interestPeriodAdjustment var interestPeriodAdjustment: AccrualAdjustment
notional val notional: Amount
paymentCalendar var paymentCalendar: BusinessCalendar
paymentDelay var paymentDelay: Int
paymentFrequency val paymentFrequency: Frequency
paymentRule var paymentRule: PaymentRule
terminationDate val terminationDate: LocalDate
terminationDateAdjustment val terminationDateAdjustment: DateRollConvention?

Functions

equals open fun equals(other: Any?): Boolean
hashCode open fun hashCode(): Int
toString open fun toString(): String

Inheritors

FixedLeg class FixedLeg : CommonLeg
FloatingLeg class FloatingLeg : CommonLeg