Uses of Interface
com.quantfinlib.rates.FloatLeg

Packages that use FloatLeg

Package	Description
com.quantfinlib.rates	Fixed income: curves, bonds, swaps, day counts and calendars, with market conventions.

Uses of FloatLeg in com.quantfinlib.rates

Classes in com.quantfinlib.rates that implement FloatLeg

Modifier and Type	Class	Description
final record	OvernightLeg	A compounded-in-arrears overnight floating leg (SOFR, ESTR, SONIA) with payment lag, lookback, observation shift, lockout, stubs and realised fixings for seasoned trades.
final record	TermRateLeg	A term-rate floating leg (IBOR-style, or a term SOFR leg): each coupon is the index rate fixed fixingLagDays business days before the accrual start, plus a spread, paid with the leg's payment lag.

Methods in com.quantfinlib.rates that return FloatLeg

Modifier and Type	Method	Description
FloatLeg	VanillaSwap.floating()	Returns the value of the floating record component.

Constructors in com.quantfinlib.rates with parameters of type FloatLeg

Modifier	Constructor	Description
	VanillaSwap(FixedLeg fixed, FloatLeg floating)	Validates the fields.