Class

virtufin.finance.product

FloatingLeg

Related Doc: package product

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case class FloatingLeg(notional: Cash, floatingRate: FloatingRate, tenor: util.Term[Time], startDate: Time, buyerPortfolio: PortfolioIdentifier, sellerPortfolio: PortfolioIdentifier) extends Instrument with BilateralContract with Notional with SingleMarketObservableDerivative[Double] with Accruing with Starting with Maturing with CashSettled with Product with Serializable

Linear Supertypes
Serializable, Serializable, Product, Equals, CashSettled, Settling, Transacting, Maturing, Starting, Accruing, SingleMarketObservableDerivative[Double], Derivative[Double], Notional, BilateralContract, Feature, Instrument, Asset, AnyRef, Any
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Inherited
  1. FloatingLeg
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. CashSettled
  7. Settling
  8. Transacting
  9. Maturing
  10. Starting
  11. Accruing
  12. SingleMarketObservableDerivative
  13. Derivative
  14. Notional
  15. BilateralContract
  16. Feature
  17. Instrument
  18. Asset
  19. AnyRef
  20. 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 FloatingLeg(notional: Cash, floatingRate: FloatingRate, tenor: util.Term[Time], startDate: Time, buyerPortfolio: PortfolioIdentifier, sellerPortfolio: PortfolioIdentifier)

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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 FloatingLeg to any2stringadd[FloatingLeg] performed by method any2stringadd in scala.Predef.
    Definition Classes
    any2stringadd

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

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    Implicit information
    This member is added by an implicit conversion from FloatingLeg to ArrowAssoc[FloatingLeg] 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. def 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
    FloatingLeg → 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
    FloatingLeg → BilateralContract

  12. def clone(): AnyRef

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

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

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

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

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

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

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

  16. def ensuring(cond: Boolean): FloatingLeg

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    Implicit information
    This member is added by an implicit conversion from FloatingLeg to Ensuring[FloatingLeg] 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. def fixingDates: SortedSet[Time]

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    Definition Classes
    FloatingLeg → SingleMarketObservableDerivative → Derivative

  20. def fixings: Set[Fixing[Double]]

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    Definition Classes
    SingleMarketObservableDerivative → Derivative

  21. val floatingRate: FloatingRate

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  22. def formatted(fmtstr: String): String

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

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

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    Definition Classes
    AnyRef → Any

  24. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any

  25. val marketObservable: FloatingRate

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    Definition Classes
    FloatingLeg → SingleMarketObservableDerivative

  26. def marketObservables: Set[MarketObservable[Double]]

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    Definition Classes
    SingleMarketObservableDerivative → Derivative

  27. val maturityDate: Time

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    Definition Classes
    FloatingLeg → Maturing

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

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    Definition Classes
    AnyRef

  29. final def notify(): Unit

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    Definition Classes
    AnyRef

  30. final def notifyAll(): Unit

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    Definition Classes
    AnyRef

  31. val notional: Cash

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    Definition Classes
    FloatingLeg → Notional

  32. val sellerPortfolio: PortfolioIdentifier

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    Definition Classes
    FloatingLeg → BilateralContract

  33. val settlementDates: SortedSet[Time]

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    Definition Classes
    FloatingLeg → Settling

  34. val startDate: Time

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    Definition Classes
    FloatingLeg → Starting

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

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    Definition Classes
    AnyRef

  36. val tenor: util.Term[Time]

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  37. final lazy val transactionDates: SortedSet[Time]

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    Definition Classes
    Settling → Transacting

  38. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  41. def →[B](y: B): (FloatingLeg, B)

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

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from CashSettled

Inherited from Settling

Inherited from Transacting

Inherited from Maturing

Inherited from Starting

Inherited from Accruing

Inherited from SingleMarketObservableDerivative[Double]

Inherited from Derivative[Double]

Inherited from Notional

Inherited from BilateralContract

Inherited from Feature

Inherited from Instrument

Inherited from Asset

Inherited from AnyRef

Inherited from Any

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

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

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

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

Ungrouped