contracts / InterestRateSwap / FloatingLeg

FloatingLeg

class FloatingLeg : CommonLeg


Constructors

<init> FloatingLeg(floatingRatePayer: Party, 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, rollConvention: DateRollConvention, fixingRollConvention: DateRollConvention, resetDayInMonth: Int, fixingPeriod: DateOffset, resetRule: PaymentRule, fixingsPerPayment: Frequency, fixingCalendar: BusinessCalendar, index: String, indexSource: String, indexTenor: Tenor)

Properties

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

Inherited 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