com.opengamma.strata.product.swap

Interface ScheduledSwapLeg

All Superinterfaces:

Resolvable<ResolvedSwapLeg>, SwapLeg

All Known Implementing Classes:

KnownAmountSwapLeg, RateCalculationSwapLeg

public interface ScheduledSwapLeg
extends SwapLeg

A swap leg that defines dates using a schedule.

The swap is formed from a number of accrual periods and payment periods, defined by schedules.

Method Summary

Modifier and Type	Method and Description
PeriodicSchedule	getAccrualSchedule() Gets the accrual period schedule.
PaymentSchedule	getPaymentSchedule() Gets the payment period schedule.

Methods inherited from interface com.opengamma.strata.product.swap.SwapLeg

allCurrencies, allIndices, collectCurrencies, collectIndices, getCurrency, getEndDate, getPayReceive, getStartDate, getType, replaceStartDate, resolve

Method Detail

getAccrualSchedule

PeriodicSchedule getAccrualSchedule()

Gets the accrual period schedule.

This is used to define the accrual periods. These are used directly or indirectly to determine other dates in the swap.

Returns:

the accrual schedule

getPaymentSchedule

PaymentSchedule getPaymentSchedule()

Gets the payment period schedule.

This is used to define the payment periods, including any compounding. The payment period dates are based on the accrual schedule.

Returns:

the payment schedule