class ReferenceRate : FloatingRate
So a reference rate is a rate that takes its value from a source at a given date e.g. LIBOR 6M as of 17 March 2016. Hence it requires a source (name) and a value date in the getAsOf(..) method.
<init> |
ReferenceRate(oracle: String, tenor: Tenor, name: String) So a reference rate is a rate that takes its value from a source at a given date e.g. LIBOR 6M as of 17 March 2016. Hence it requires a source (name) and a value date in the getAsOf(..) method. |
name |
val name: String |
oracle |
val oracle: String |
tenor |
val tenor: Tenor |
toString |
fun toString(): String |