class FloatingRatePaymentEvent : RatePaymentEventBasic class for the Floating Rate Payments on the floating leg - see RatePaymentEvent. If the rate is null returns a zero payment. // TODO: Is this the desired behaviour?
| <init> |
FloatingRatePaymentEvent(date: LocalDate, accrualStartDate: LocalDate, accrualEndDate: LocalDate, dayCountBasisDay: DayCountBasisDay, dayCountBasisYear: DayCountBasisYear, fixingDate: LocalDate, notional: Amount<Currency>, rate: Rate)Basic class for the Floating Rate Payments on the floating leg - see RatePaymentEvent. If the rate is null returns a zero payment. // TODO: Is this the desired behaviour? |
| fixingDate |
val fixingDate: LocalDate |
| flow |
val flow: Amount<Currency> |
| accrualEndDate |
val accrualEndDate: LocalDate |
| accrualStartDate |
val accrualStartDate: LocalDate |
| dayCountBasisDay |
val dayCountBasisDay: DayCountBasisDay |
| dayCountBasisYear |
val dayCountBasisYear: DayCountBasisYear |
| dayCountFactor |
val dayCountFactor: BigDecimal |
| days |
val days: Int |
| notional |
val notional: Amount<Currency> |
| rate |
val rate: Rate |
| asCSV |
fun asCSV(): String |
| copy |
fun copy(date: LocalDate = this.date, accrualStartDate: LocalDate = this.accrualStartDate, accrualEndDate: LocalDate = this.accrualEndDate, dayCountBasisDay: DayCountBasisDay = this.dayCountBasisDay, dayCountBasisYear: DayCountBasisYear = this.dayCountBasisYear, fixingDate: LocalDate = this.fixingDate, notional: Amount<Currency> = this.notional, rate: Rate = this.rate): FloatingRatePaymentEvent |
| equals |
fun equals(other: Any?): Boolean |
| hashCode |
fun hashCode(): Int |
| toString |
fun toString(): String |
| withNewRate |
fun withNewRate(newRate: Rate): FloatingRatePaymentEventUsed for making immutables. |
| calculate |
open fun calculate(): Amount<Currency> |
| CSVHeader |
val CSVHeader: String |