com.opengamma.strata.product.swap.type

Interface FloatRateSwapLegConvention

All Superinterfaces:

SwapLegConvention

All Known Implementing Classes:

IborRateSwapLegConvention, OvernightRateSwapLegConvention

public interface FloatRateSwapLegConvention
extends SwapLegConvention

A market convention for the floating leg of rate swap trades based on an Ibor index or an Overnight index.

Method Summary

Modifier and Type	Method and Description
BusinessDayAdjustment	getAccrualBusinessDayAdjustment() Gets the business day adjustment to apply to accrual schedule dates.
Currency	getCurrency() Gets the currency of the convention.
DayCount	getDayCount() Gets the day count of the convention.
BusinessDayAdjustment	getEndDateBusinessDayAdjustment() Gets the business day adjustment to apply to the end date.
RateIndex	getIndex() Gets the index of the convention.
DaysAdjustment	getPaymentDateOffset() Gets the offset of the payment date from the base date.
BusinessDayAdjustment	getStartDateBusinessDayAdjustment() Gets the business day adjustment to apply to the start date.

Method Detail

getIndex

RateIndex getIndex()

Gets the index of the convention.

Returns:

the underlying rate index

getCurrency

Currency getCurrency()

Gets the currency of the convention.

Returns:

the currency

getDayCount

DayCount getDayCount()

Gets the day count of the convention.

Returns:

the day count

getPaymentDateOffset

DaysAdjustment getPaymentDateOffset()

Gets the offset of the payment date from the base date.

Returns:

the payment day offset

getStartDateBusinessDayAdjustment

BusinessDayAdjustment getStartDateBusinessDayAdjustment()

Gets the business day adjustment to apply to the start date.

Returns:

the start date business day adjustment, not null

getEndDateBusinessDayAdjustment

BusinessDayAdjustment getEndDateBusinessDayAdjustment()

Gets the business day adjustment to apply to the end date.

Returns:

the end date business day adjustment, not null

getAccrualBusinessDayAdjustment

BusinessDayAdjustment getAccrualBusinessDayAdjustment()

Gets the business day adjustment to apply to accrual schedule dates.

Returns:

the accrual schedule dates business day adjustment, not null