Uses of Record Class
com.quantfinlib.rates.LegConvention

Packages that use LegConvention

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

Uses of LegConvention in com.quantfinlib.rates

Methods in com.quantfinlib.rates that return LegConvention

Modifier and Type	Method	Description
LegConvention	FixedLeg.convention()	Returns the value of the convention record component.
LegConvention	OvernightLeg.convention()	Returns the value of the convention record component.
LegConvention	TermRateLeg.convention()	Returns the value of the convention record component.
static LegConvention	LegConvention.of(int paymentsPerYear, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll)	A convention with a short front stub, no end-of-month rule and no payment lag.
LegConvention	LegConvention.withPaymentLag(int days)	The same convention with a different payment lag.
LegConvention	LegConvention.withStub(BusinessCalendar.StubType stubType)	The same convention with a different stub type.

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

Modifier	Constructor	Description
	FixedLeg(LocalDate start, LocalDate end, double rate, LegConvention convention)	Validates the fields.
	OvernightLeg(LocalDate start, LocalDate end, double spread, LegConvention convention, OvernightConvention overnight, FixingHistory fixings)	Validates the fields.
	TermRateLeg(LocalDate start, LocalDate end, double spread, LegConvention convention, int fixingLagDays, FixingHistory fixings)	Validates the fields.