- of
Obtains an instance.
- calculateEffectiveFromFixing
Calculates the effective date from the fixing date. The fixing date is the date
on which the index i
- calculateMaturityFromEffective
Calculates the maturity date from the effective date. The effective date is the
date on which the im
- calculatePublicationFromFixing
Calculates the publication date from the fixing date. The fixing date is the
date on which the index
- getEndDate
Obtains the fixing date associated with the end date of the accrual period. The
overnight rate is ob
- getFixingCalendar
Obtains the resolved calendar that the index uses.
- getIndex
Obtains the Overnight index. The rate to be paid is based on this index. It will
be a well known mar