Uses of Record Class
com.quantfinlib.rates.OvernightConvention

Packages that use OvernightConvention

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

Uses of OvernightConvention in com.quantfinlib.rates

Fields in com.quantfinlib.rates declared as OvernightConvention

Modifier and Type	Field	Description
static final OvernightConvention	OvernightConvention.IN_ARREARS	Plain compounding in arrears: no lookback, no shift, no lockout.

Methods in com.quantfinlib.rates that return OvernightConvention

Modifier and Type	Method	Description
OvernightConvention	OvernightLeg.overnight()	Returns the value of the overnight record component.

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

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