Uses of Record Class
com.quantfinlib.rates.LegConvention.Period

Packages that use LegConvention.Period

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

Uses of LegConvention.Period in com.quantfinlib.rates

Methods in com.quantfinlib.rates that return types with arguments of type LegConvention.Period

Modifier and Type	Method	Description
List<LegConvention.Period>	FixedLeg.periods()	The leg's accrual periods.
List<LegConvention.Period>	FloatLeg.periods()	The leg's accrual periods.
List<LegConvention.Period>	LegConvention.periods(LocalDate start, LocalDate end)	The accrual periods of a leg from start to end (unadjusted dates), ascending, with adjusted accrual dates and payment dates.
List<LegConvention.Period>	OvernightLeg.periods()
List<LegConvention.Period>	TermRateLeg.periods()

Methods in com.quantfinlib.rates with parameters of type LegConvention.Period

Modifier and Type	Method	Description
double	FloatLeg.couponRate(LegConvention.Period period, DiscountCurve projection)	The coupon rate (index rate plus spread) of one period, from published fixings where they exist and the projection curve otherwise.
double	OvernightLeg.couponRate(LegConvention.Period period, DiscountCurve projection)
double	TermRateLeg.couponRate(LegConvention.Period period, DiscountCurve projection)
LocalDate	TermRateLeg.fixingDate(LegConvention.Period period)	The fixing date of a period: fixingLagDays business days before its accrual start.