- build
- businessDayAdjustment
Sets the business day adjustment to apply to the start date, end date and
accrual schedule. The date
- dayCount
Sets the day count convention applicable. This is used to convert schedule
period dates to a numeric
- observableId
Sets the identifier of the market data value that provides the rate.
- paymentFrequency
Sets the periodic frequency of payments, optional with defaulting getter.
Regular payments will be
- spotDateOffset
Sets the offset of the start date from the trade date. The offset is applied to
the trade date and i
- tenor
Sets the tenor of the swap. This is the period from the first accrual date to
the last accrual date.
- label
Sets the label to use for the node, defaulted. When building, this will default
based on the tenor i