abstract class AbstractIRSClause : GroupClause<State, String>Common superclass for IRS contract clauses, which defines behaviour on match/no-match, and provides helper functions for the clauses.
| <init> |
AbstractIRSClause()Common superclass for IRS contract clauses, which defines behaviour on match/no-match, and provides helper functions for the clauses. |
| ifMatched |
open val ifMatched: MatchBehaviourBehaviour if this clause is not matches |
| ifNotMatched |
open val ifNotMatched: MatchBehaviourBehaviour if this clause is matched |
| checkLegAmounts |
fun checkLegAmounts(legs: Array<CommonLeg>): Unit |
| checkLegDates |
fun checkLegDates(legs: Array<CommonLeg>): Unit |
| checkRates |
fun checkRates(legs: Array<CommonLeg>): Boolean |
| checkSchedules |
fun checkSchedules(legs: Array<CommonLeg>): Boolean |
| getFloatingLegPaymentsDifferences |
fun getFloatingLegPaymentsDifferences(payments1: Map<LocalDate, Event>, payments2: Map<LocalDate, Event>): List<<ERROR CLASS><LocalDate, <ERROR CLASS><FloatingRatePaymentEvent, FloatingRatePaymentEvent>>>Compares two schedules of Floating Leg Payments, returns the difference (i.e. omissions in either leg or changes to the values). |
| Agree |
class Agree : AbstractIRSClause |
| Fix |
class Fix : AbstractIRSClause |
| Mature |
class Mature : AbstractIRSClause |
| Pay |
class Pay : AbstractIRSClause |