com.r3corda.contracts / InterestRateSwap / FloatingLeg

FloatingLeg

class FloatingLeg : CommonLeg


Constructors

<init> FloatingLeg(floatingRatePayer: Party, notional: Amount<Currency>, paymentFrequency: Frequency, effectiveDate: LocalDate, effectiveDateAdjustment: DateRollConvention?, terminationDate: LocalDate, terminationDateAdjustment: DateRollConvention?, dayCountBasisDay: DayCountBasisDay, dayCountBasisYear: DayCountBasisYear, dayInMonth: Int, paymentRule: PaymentRule, paymentDelay: Int, paymentCalendar: BusinessCalendar, interestPeriodAdjustment: AccrualAdjustment, rollConvention: DateRollConvention, fixingRollConvention: DateRollConvention, resetDayInMonth: Int, fixingPeriodOffset: Int, resetRule: PaymentRule, fixingsPerPayment: Frequency, fixingCalendar: BusinessCalendar, index: String, indexSource: String, indexTenor: Tenor)

Properties

fixingCalendar var fixingCalendar: BusinessCalendar
fixingPeriodOffset var fixingPeriodOffset: Int
fixingRollConvention var fixingRollConvention: DateRollConvention
fixingsPerPayment var fixingsPerPayment: Frequency
floatingRatePayer var floatingRatePayer: Party
index var index: String
indexSource var indexSource: String
indexTenor var indexTenor: Tenor
resetDayInMonth var resetDayInMonth: Int
resetRule var resetRule: PaymentRule
rollConvention var rollConvention: DateRollConvention

Inherited Properties

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

Functions

copy fun copy(floatingRatePayer: Party = this.floatingRatePayer, notional: Amount<Currency> = this.notional, paymentFrequency: Frequency = this.paymentFrequency, effectiveDate: LocalDate = this.effectiveDate, effectiveDateAdjustment: DateRollConvention? = this.effectiveDateAdjustment, terminationDate: LocalDate = this.terminationDate, terminationDateAdjustment: DateRollConvention? = this.terminationDateAdjustment, dayCountBasisDay: DayCountBasisDay = this.dayCountBasisDay, dayCountBasisYear: DayCountBasisYear = this.dayCountBasisYear, dayInMonth: Int = this.dayInMonth, paymentRule: PaymentRule = this.paymentRule, paymentDelay: Int = this.paymentDelay, paymentCalendar: BusinessCalendar = this.paymentCalendar, interestPeriodAdjustment: AccrualAdjustment = this.interestPeriodAdjustment, rollConvention: DateRollConvention = this.rollConvention, fixingRollConvention: DateRollConvention = this.fixingRollConvention, resetDayInMonth: Int = this.resetDayInMonth, fixingPeriod: Int = this.fixingPeriodOffset, resetRule: PaymentRule = this.resetRule, fixingsPerPayment: Frequency = this.fixingsPerPayment, fixingCalendar: BusinessCalendar = this.fixingCalendar, index: String = this.index, indexSource: String = this.indexSource, indexTenor: Tenor = this.indexTenor): FloatingLeg
equals open fun equals(other: Any?): Boolean
hashCode open fun hashCode(): Int
toString open fun toString(): String