class FloatingLeg : CommonLeg
<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, fixingPeriod: DateOffset, resetRule: PaymentRule, fixingsPerPayment: Frequency, fixingCalendar: BusinessCalendar, index: String, indexSource: String, indexTenor: Tenor) |
fixingCalendar |
var fixingCalendar: BusinessCalendar |
fixingPeriod |
var fixingPeriod: DateOffset |
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 |
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? |
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: DateOffset = this.fixingPeriod, 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 |