- build
- index
Sets the Ibor index. The floating rate to be paid is based on this index It will
be a well known mar
- <init>
- businessDayAdjustment
Sets the business day adjustment to apply to the start and end date, optional
with defaulting getter
- currency
Sets the primary currency, optional with defaulting getter. This is the currency
of the FRA and the
- discounting
Sets the method to use for discounting, optional with defaulting getter. There
are different approac
- fixingDateOffset
Sets the offset of the fixing date from the start date, optional with defaulting
getter. The offset
- name
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting
getter. This will default
- paymentDateOffset
Sets the offset of the payment date from the start date, optional with
defaulting getter. Defines th
- spotDateOffset
Sets the offset of the spot value date from the trade date, optional with
defaulting getter. The off