class FloatingRatePaymentEvent : RatePaymentEvent
Basic class for the Floating Rate Payments on the floating leg - see RatePaymentEvent If the rate is null returns a zero payment. // TODO: Is this the desired behaviour?
<init> |
FloatingRatePaymentEvent(date: LocalDate, accrualStartDate: LocalDate, accrualEndDate: LocalDate, dayCountBasisDay: DayCountBasisDay, dayCountBasisYear: DayCountBasisYear, fixingDate: LocalDate, notional: Amount, rate: Rate) Basic class for the Floating Rate Payments on the floating leg - see RatePaymentEvent If the rate is null returns a zero payment. // TODO: Is this the desired behaviour? |
fixingDate |
val fixingDate: LocalDate |
flow |
val flow: Amount |
accrualEndDate |
val accrualEndDate: LocalDate |
accrualStartDate |
val accrualStartDate: LocalDate |
dayCountBasisDay |
val dayCountBasisDay: DayCountBasisDay |
dayCountBasisYear |
val dayCountBasisYear: DayCountBasisYear |
dayCountFactor |
val dayCountFactor: BigDecimal |
days |
val days: Int |
notional |
val notional: Amount |
rate |
val rate: Rate |
asCSV |
fun asCSV(): String |
toString |
fun toString(): String |
withNewRate |
fun withNewRate(newRate: Rate): FloatingRatePaymentEvent Used for making immutables |
calculate |
open fun calculate(): Amount |
CSVHeader |
val CSVHeader: String |