Class/Object

virtufin.finance.product

FixedLeg

Related Docs: object FixedLeg | package product

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case class FixedLeg(notional: Cash, fixedRate: FixedRate, fixedRateAmount: Double, tenor: util.Term[Time], startDate: Time, buyerPortfolio: PortfolioIdentifier, sellerPortfolio: PortfolioIdentifier) extends Instrument with BilateralContract with FixedPositionTransfers with Notional with Starting with Maturing with Accruing with Product with Serializable

Linear Supertypes
Serializable, Serializable, Product, Equals, Accruing, Maturing, Starting, Notional, FixedPositionTransfers, PhysicallySettled, Settling, Transacting, BilateralContract, Feature, Instrument, Asset, AnyRef, Any
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Inherited
  1. FixedLeg
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. Accruing
  7. Maturing
  8. Starting
  9. Notional
  10. FixedPositionTransfers
  11. PhysicallySettled
  12. Settling
  13. Transacting
  14. BilateralContract
  15. Feature
  16. Instrument
  17. Asset
  18. AnyRef
  19. Any
Implicitly
  1. by any2stringadd
  2. by StringFormat
  3. by Ensuring
  4. by ArrowAssoc
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new FixedLeg(notional: Cash, fixedRate: FixedRate, fixedRateAmount: Double, tenor: util.Term[Time], startDate: Time, buyerPortfolio: PortfolioIdentifier, sellerPortfolio: PortfolioIdentifier)

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Type Members

  1. type TransferredInstrumentType = Currency

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    Definition Classes
    FixedLeg → FixedPositionTransfers

Value Members

  1. final def !=(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any

  3. def +(other: String): String

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    Implicit information
    This member is added by an implicit conversion from FixedLeg to any2stringadd[FixedLeg] performed by method any2stringadd in scala.Predef.
    Definition Classes
    any2stringadd

  4. def ->[B](y: B): (FixedLeg, B)

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    Implicit information
    This member is added by an implicit conversion from FixedLeg to ArrowAssoc[FixedLeg] performed by method ArrowAssoc in scala.Predef.
    Definition Classes
    ArrowAssoc
    Annotations
    @inline()

  5. final def ==(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  6. final def accrualDates: SortedSet[Time]

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    Definition Classes
    Accruing

  7. final def accrualEndDates: SortedSet[Time]

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    Definition Classes
    Accruing

  8. lazy val accrualPeriods: Seq[AccrualPeriod]

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    returns

    virtufin.finance.product.feature.AccrualPeriods sorted according to start virtufin.finance.product.feature.AccrualPeriod.startDate

    Definition Classes
    FixedLeg → Accruing

  9. final def accrualStartDates: SortedSet[Time]

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    Definition Classes
    Accruing

  10. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any

  11. val buyerPortfolio: PortfolioIdentifier

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    Definition Classes
    FixedLeg → BilateralContract

  12. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  13. def ensuring(cond: (FixedLeg) ⇒ Boolean, msg: ⇒ Any): FixedLeg

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    Implicit information
    This member is added by an implicit conversion from FixedLeg to Ensuring[FixedLeg] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  14. def ensuring(cond: (FixedLeg) ⇒ Boolean): FixedLeg

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    Implicit information
    This member is added by an implicit conversion from FixedLeg to Ensuring[FixedLeg] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  15. def ensuring(cond: Boolean, msg: ⇒ Any): FixedLeg

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    Implicit information
    This member is added by an implicit conversion from FixedLeg to Ensuring[FixedLeg] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  16. def ensuring(cond: Boolean): FixedLeg

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    Implicit information
    This member is added by an implicit conversion from FixedLeg to Ensuring[FixedLeg] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  17. final def eq(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef

  18. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )

  19. val fixedRate: FixedRate

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  20. val fixedRateAmount: Double

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  21. def formatted(fmtstr: String): String

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    Implicit information
    This member is added by an implicit conversion from FixedLeg to StringFormat[FixedLeg] performed by method StringFormat in scala.Predef.
    Definition Classes
    StringFormat
    Annotations
    @inline()

  22. final def getClass(): Class[_]

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    Definition Classes
    AnyRef → Any

  23. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any

  24. lazy val maturityDate: Time

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    Definition Classes
    FixedLeg → Maturing

  25. final def ne(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef

  26. final def notify(): Unit

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    Definition Classes
    AnyRef

  27. final def notifyAll(): Unit

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    Definition Classes
    AnyRef

  28. val notional: Cash

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    Definition Classes
    FixedLeg → Notional

  29. val sellerPortfolio: PortfolioIdentifier

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    Definition Classes
    FixedLeg → BilateralContract

  30. lazy val settlementDates: SortedSet[Time]

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    Definition Classes
    FixedPositionTransfers → Settling

  31. val startDate: Time

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    Definition Classes
    FixedLeg → Starting

  32. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef

  33. val tenor: util.Term[Time]

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  34. final lazy val transactionDates: SortedSet[Time]

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    Definition Classes
    Settling → Transacting

  35. lazy val transferPositions: Seq[(Time, Transfer[Currency])]

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    Definition Classes
    FixedLeg → FixedPositionTransfers

  36. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  37. final def wait(arg0: Long, arg1: Int): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  38. final def wait(arg0: Long): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  39. def →[B](y: B): (FixedLeg, B)

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    Implicit information
    This member is added by an implicit conversion from FixedLeg to ArrowAssoc[FixedLeg] performed by method ArrowAssoc in scala.Predef.
    Definition Classes
    ArrowAssoc

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from Accruing

Inherited from Maturing

Inherited from Starting

Inherited from Notional

Inherited from FixedPositionTransfers

Inherited from PhysicallySettled

Inherited from Settling

Inherited from Transacting

Inherited from BilateralContract

Inherited from Feature

Inherited from Instrument

Inherited from Asset

Inherited from AnyRef

Inherited from Any

Inherited by implicit conversion any2stringadd from FixedLeg to any2stringadd[FixedLeg]

Inherited by implicit conversion StringFormat from FixedLeg to StringFormat[FixedLeg]

Inherited by implicit conversion Ensuring from FixedLeg to Ensuring[FixedLeg]

Inherited by implicit conversion ArrowAssoc from FixedLeg to ArrowAssoc[FixedLeg]

Ungrouped