/** * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.interestrate.payments.derivative; import com.opengamma.analytics.financial.instrument.index.IndexDeposit; /** * Interface for compounding coupons with deposit-like indices. * * @param <T> The index type. */ public interface DepositIndexCompoundingCoupon<T extends IndexDeposit> extends DepositIndexCoupon<T> { /** * Returns the fixing times for the different remaining periods. * @return The times. */ double[] getFixingTimes(); /** * Gets the fixing period start times (in years). * @return The times. */ double[] getFixingPeriodStartTimes(); /** * Gets the fixing period end times (in years). * @return The times. */ double[] getFixingPeriodEndTimes(); /** * Returns the fixing period accrual factors for each sub-period. * @return The factors. */ double[] getFixingPeriodAccrualFactors(); }