Uses of Record Class
com.quantfinlib.rates.FixedLeg
Packages that use FixedLeg
Package
Description
Fixed income: curves, bonds, swaps, day counts and calendars, with
market conventions.
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Uses of FixedLeg in com.quantfinlib.rates
Methods in com.quantfinlib.rates that return FixedLegModifier and TypeMethodDescriptionVanillaSwap.fixed()Returns the value of thefixedrecord component.FixedLeg.withRate(double newRate) The same leg with a different fixed rate.Constructors in com.quantfinlib.rates with parameters of type FixedLegModifierConstructorDescriptionVanillaSwap(FixedLeg fixed, FloatLeg floating) Validates the fields.