public final class IborIndices extends Object
Each constant returns a standard definition of the specified index.
If a floating rate has a constant here, then it is fully supported by Strata with example holiday calendar data.
| Modifier and Type | Field and Description |
|---|---|
static IborIndex |
AUD_BBSW_1M
The 1 month BBSW index.
|
static IborIndex |
AUD_BBSW_2M
The 2 month BBSW index.
|
static IborIndex |
AUD_BBSW_3M
The 3 month BBSW index.
|
static IborIndex |
AUD_BBSW_4M
The 4 month BBSW index.
|
static IborIndex |
AUD_BBSW_5M
The 5 month BBSW index.
|
static IborIndex |
AUD_BBSW_6M
The 6 month BBSW index.
|
static IborIndex |
CAD_CDOR_12M
Deprecated.
Not published as of 2021-05-17
|
static IborIndex |
CAD_CDOR_1M
The 1 month CDOR index.
|
static IborIndex |
CAD_CDOR_2M
The 2 month CDOR index.
|
static IborIndex |
CAD_CDOR_3M
The 3 month CDOR index.
|
static IborIndex |
CAD_CDOR_6M
Deprecated.
Not published as of 2021-05-17
|
static IborIndex |
CHF_LIBOR_12M
The 12 month LIBOR index for CHF.
|
static IborIndex |
CHF_LIBOR_1M
The 1 month LIBOR index for CHF.
|
static IborIndex |
CHF_LIBOR_1W
The 1 week LIBOR index for CHF.
|
static IborIndex |
CHF_LIBOR_2M
The 2 month LIBOR index for CHF.
|
static IborIndex |
CHF_LIBOR_3M
The 3 month LIBOR index for CHF.
|
static IborIndex |
CHF_LIBOR_6M
The 6 month LIBOR index for CHF.
|
static IborIndex |
CZK_PRIBOR_12M
The 12 month PRIBOR index.
|
static IborIndex |
CZK_PRIBOR_1M
The 1 month PRIBOR index.
|
static IborIndex |
CZK_PRIBOR_1W
The 1 week PRIBOR index.
|
static IborIndex |
CZK_PRIBOR_2M
The 2 month PRIBOR index.
|
static IborIndex |
CZK_PRIBOR_2W
The 2 week PRIBOR index.
|
static IborIndex |
CZK_PRIBOR_3M
The 3 month PRIBOR index.
|
static IborIndex |
CZK_PRIBOR_6M
The 6 month PRIBOR index.
|
static IborIndex |
CZK_PRIBOR_9M
The 9 month PRIBOR index.
|
static IborIndex |
DKK_CIBOR_12M
The 12 month CIBOR index.
|
static IborIndex |
DKK_CIBOR_1M
The 1 month CIBOR index.
|
static IborIndex |
DKK_CIBOR_1W
The 1 week CIBOR index.
|
static IborIndex |
DKK_CIBOR_2M
The 2 month CIBOR index.
|
static IborIndex |
DKK_CIBOR_2W
The 2 week CIBOR index.
|
static IborIndex |
DKK_CIBOR_3M
The 3 month CIBOR index.
|
static IborIndex |
DKK_CIBOR_6M
The 6 month CIBOR index.
|
static IborIndex |
DKK_CIBOR_9M
The 9 month CIBOR index.
|
static IborIndex |
EUR_EURIBOR_12M
The 12 month EURIBOR index.
|
static IborIndex |
EUR_EURIBOR_1M
The 1 month EURIBOR index.
|
static IborIndex |
EUR_EURIBOR_1W
The 1 week EURIBOR index.
|
static IborIndex |
EUR_EURIBOR_2M
Deprecated.
Not published as of 2018-12-03
|
static IborIndex |
EUR_EURIBOR_2W
Deprecated.
Not published as of 2018-12-03
|
static IborIndex |
EUR_EURIBOR_3M
The 3 month EURIBOR index.
|
static IborIndex |
EUR_EURIBOR_6M
The 6 month EURIBOR index.
|
static IborIndex |
EUR_EURIBOR_9M
Deprecated.
Not published as of 2018-12-03
|
static IborIndex |
EUR_LIBOR_12M
The 12 month LIBOR index for EUR.
|
static IborIndex |
EUR_LIBOR_1M
The 1 month LIBOR index for EUR.
|
static IborIndex |
EUR_LIBOR_1W
The 1 week LIBOR index for EUR.
|
static IborIndex |
EUR_LIBOR_2M
The 2 month LIBOR index for EUR.
|
static IborIndex |
EUR_LIBOR_3M
The 3 month LIBOR index for EUR.
|
static IborIndex |
EUR_LIBOR_6M
The 6 month LIBOR index for EUR.
|
static IborIndex |
GBP_LIBOR_12M
The 12 month LIBOR index for GBP.
|
static IborIndex |
GBP_LIBOR_1M
The 1 month LIBOR index for GBP.
|
static IborIndex |
GBP_LIBOR_1W
The 1 week LIBOR index for GBP.
|
static IborIndex |
GBP_LIBOR_2M
The 2 month LIBOR index for GBP.
|
static IborIndex |
GBP_LIBOR_3M
The 3 month LIBOR index for GBP.
|
static IborIndex |
GBP_LIBOR_6M
The 6 month LIBOR index for GBP.
|
static IborIndex |
HUF_BUBOR_12M
The 12 month BUBOR index.
|
static IborIndex |
HUF_BUBOR_1M
The 1 month BUBOR index.
|
static IborIndex |
HUF_BUBOR_1W
The 1 week BUBOR index.
|
static IborIndex |
HUF_BUBOR_2M
The 2 month BUBOR index.
|
static IborIndex |
HUF_BUBOR_2W
The 2 week BUBOR index.
|
static IborIndex |
HUF_BUBOR_3M
The 3 month BUBOR index.
|
static IborIndex |
HUF_BUBOR_6M
The 6 month BUBOR index.
|
static IborIndex |
HUF_BUBOR_9M
The 9 month BUBOR index.
|
static IborIndex |
JPY_LIBOR_12M
The 12 month LIBOR index for JPY.
|
static IborIndex |
JPY_LIBOR_1M
The 1 month LIBOR index for JPY.
|
static IborIndex |
JPY_LIBOR_1W
The 1 week LIBOR index for JPY.
|
static IborIndex |
JPY_LIBOR_2M
The 2 month LIBOR index for JPY.
|
static IborIndex |
JPY_LIBOR_3M
The 3 month LIBOR index for JPY.
|
static IborIndex |
JPY_LIBOR_6M
The 6 month LIBOR index for JPY.
|
static IborIndex |
JPY_TIBOR_EUROYEN_12M
The 12 month TIBOR (Euroyen) index.
|
static IborIndex |
JPY_TIBOR_EUROYEN_1M
The 1 month TIBOR (Euroyen) index.
|
static IborIndex |
JPY_TIBOR_EUROYEN_1W
The 1 week TIBOR (Euroyen) index.
|
static IborIndex |
JPY_TIBOR_EUROYEN_2M
Deprecated.
Not published as of 2019-04-01
|
static IborIndex |
JPY_TIBOR_EUROYEN_3M
The 3 month TIBOR (Euroyen) index.
|
static IborIndex |
JPY_TIBOR_EUROYEN_6M
The 6 month TIBOR (Euroyen) index.
|
static IborIndex |
JPY_TIBOR_JAPAN_12M
The 12 month TIBOR (Japan) index.
|
static IborIndex |
JPY_TIBOR_JAPAN_1M
The 1 month TIBOR (Japan) index.
|
static IborIndex |
JPY_TIBOR_JAPAN_1W
The 1 week TIBOR (Japan) index.
|
static IborIndex |
JPY_TIBOR_JAPAN_2M
Deprecated.
Not published as of 2019-04-01
|
static IborIndex |
JPY_TIBOR_JAPAN_3M
The 3 month TIBOR (Japan) index.
|
static IborIndex |
JPY_TIBOR_JAPAN_6M
The 6 month TIBOR (Japan) index.
|
static IborIndex |
MXN_TIIE_13W
The 13 week TIIE index.
|
static IborIndex |
MXN_TIIE_26W
The 26 week TIIE index.
|
static IborIndex |
MXN_TIIE_4W
The 4 week TIIE index.
|
static IborIndex |
NOK_NIBOR_1M
The 1 month NIBOR index.
|
static IborIndex |
NOK_NIBOR_1W
The 1 week NIBOR index.
|
static IborIndex |
NOK_NIBOR_2M
The 2 month NIBOR index.
|
static IborIndex |
NOK_NIBOR_3M
The 3 month NIBOR index.
|
static IborIndex |
NOK_NIBOR_6M
The 6 month NIBOR index.
|
static IborIndex |
NZD_BKBM_1M
The 1 month BKBM index.
|
static IborIndex |
NZD_BKBM_2M
The 2 month BKBM index.
|
static IborIndex |
NZD_BKBM_3M
The 3 month BKBM index.
|
static IborIndex |
NZD_BKBM_4M
The 4 month BKBM index.
|
static IborIndex |
NZD_BKBM_5M
The 5 month BKBM index.
|
static IborIndex |
NZD_BKBM_6M
The 6 month BKBM index.
|
static IborIndex |
PLN_WIBOR_12M
The 12 month WIBOR index.
|
static IborIndex |
PLN_WIBOR_1M
The 1 month WIBOR index.
|
static IborIndex |
PLN_WIBOR_1W
The 1 week WIBOR index.
|
static IborIndex |
PLN_WIBOR_3M
The 3 month WIBOR index.
|
static IborIndex |
PLN_WIBOR_6M
The 6 month WIBOR index.
|
static IborIndex |
SEK_STIBOR_1M
The 1 month STIBOR index.
|
static IborIndex |
SEK_STIBOR_1W
The 1 week STIBOR index.
|
static IborIndex |
SEK_STIBOR_2M
The 2 month STIBOR index.
|
static IborIndex |
SEK_STIBOR_3M
The 3 month STIBOR index.
|
static IborIndex |
SEK_STIBOR_6M
The 6 month STIBOR index.
|
static IborIndex |
USD_LIBOR_12M
The 12 month LIBOR index for USD.
|
static IborIndex |
USD_LIBOR_1M
The 1 month LIBOR index for USD.
|
static IborIndex |
USD_LIBOR_1W
The 1 week LIBOR index for USD.
|
static IborIndex |
USD_LIBOR_2M
The 2 month LIBOR index for USD.
|
static IborIndex |
USD_LIBOR_3M
The 3 month LIBOR index for USD.
|
static IborIndex |
USD_LIBOR_6M
The 6 month LIBOR index for USD.
|
static IborIndex |
ZAR_JIBAR_12M
The 12 month JIBAR index.
|
static IborIndex |
ZAR_JIBAR_1M
The 1 month JIBAR index.
|
static IborIndex |
ZAR_JIBAR_3M
The 3 month JIBAR index.
|
static IborIndex |
ZAR_JIBAR_6M
The 6 month JIBAR index.
|
public static final IborIndex GBP_LIBOR_1W
The "London Interbank Offered Rate".
public static final IborIndex GBP_LIBOR_1M
The "London Interbank Offered Rate".
public static final IborIndex GBP_LIBOR_2M
The "London Interbank Offered Rate".
public static final IborIndex GBP_LIBOR_3M
The "London Interbank Offered Rate".
public static final IborIndex GBP_LIBOR_6M
The "London Interbank Offered Rate".
public static final IborIndex GBP_LIBOR_12M
The "London Interbank Offered Rate".
public static final IborIndex CHF_LIBOR_1W
The "London Interbank Offered Rate".
public static final IborIndex CHF_LIBOR_1M
The "London Interbank Offered Rate".
public static final IborIndex CHF_LIBOR_2M
The "London Interbank Offered Rate".
public static final IborIndex CHF_LIBOR_3M
The "London Interbank Offered Rate".
public static final IborIndex CHF_LIBOR_6M
The "London Interbank Offered Rate".
public static final IborIndex CHF_LIBOR_12M
The "London Interbank Offered Rate".
public static final IborIndex EUR_LIBOR_1W
The "London Interbank Offered Rate".
public static final IborIndex EUR_LIBOR_1M
The "London Interbank Offered Rate".
public static final IborIndex EUR_LIBOR_2M
The "London Interbank Offered Rate".
public static final IborIndex EUR_LIBOR_3M
The "London Interbank Offered Rate".
public static final IborIndex EUR_LIBOR_6M
The "London Interbank Offered Rate".
public static final IborIndex EUR_LIBOR_12M
The "London Interbank Offered Rate".
public static final IborIndex JPY_LIBOR_1W
The "London Interbank Offered Rate".
public static final IborIndex JPY_LIBOR_1M
The "London Interbank Offered Rate".
public static final IborIndex JPY_LIBOR_2M
The "London Interbank Offered Rate".
public static final IborIndex JPY_LIBOR_3M
The "London Interbank Offered Rate".
public static final IborIndex JPY_LIBOR_6M
The "London Interbank Offered Rate".
public static final IborIndex JPY_LIBOR_12M
The "London Interbank Offered Rate".
public static final IborIndex USD_LIBOR_1W
The "London Interbank Offered Rate".
public static final IborIndex USD_LIBOR_1M
The "London Interbank Offered Rate".
public static final IborIndex USD_LIBOR_2M
The "London Interbank Offered Rate".
public static final IborIndex USD_LIBOR_3M
The "London Interbank Offered Rate".
public static final IborIndex USD_LIBOR_6M
The "London Interbank Offered Rate".
public static final IborIndex USD_LIBOR_12M
The "London Interbank Offered Rate".
public static final IborIndex EUR_EURIBOR_1W
The "Euro Interbank Offered Rate".
@Deprecated public static final IborIndex EUR_EURIBOR_2W
The "Euro Interbank Offered Rate".
public static final IborIndex EUR_EURIBOR_1M
The "Euro Interbank Offered Rate".
@Deprecated public static final IborIndex EUR_EURIBOR_2M
The "Euro Interbank Offered Rate".
public static final IborIndex EUR_EURIBOR_3M
The "Euro Interbank Offered Rate".
public static final IborIndex EUR_EURIBOR_6M
The "Euro Interbank Offered Rate".
@Deprecated public static final IborIndex EUR_EURIBOR_9M
The "Euro Interbank Offered Rate".
public static final IborIndex EUR_EURIBOR_12M
The "Euro Interbank Offered Rate".
public static final IborIndex JPY_TIBOR_JAPAN_1W
The "Tokyo Interbank Offered Rate", unsecured call market.
public static final IborIndex JPY_TIBOR_JAPAN_1M
The "Tokyo Interbank Offered Rate", unsecured call market.
@Deprecated public static final IborIndex JPY_TIBOR_JAPAN_2M
The "Tokyo Interbank Offered Rate", unsecured call market.
public static final IborIndex JPY_TIBOR_JAPAN_3M
The "Tokyo Interbank Offered Rate", unsecured call market.
public static final IborIndex JPY_TIBOR_JAPAN_6M
The "Tokyo Interbank Offered Rate", unsecured call market.
public static final IborIndex JPY_TIBOR_JAPAN_12M
The "Tokyo Interbank Offered Rate", unsecured call market.
public static final IborIndex JPY_TIBOR_EUROYEN_1W
The "Tokyo Interbank Offered Rate", Japan offshore market.
public static final IborIndex JPY_TIBOR_EUROYEN_1M
The "Tokyo Interbank Offered Rate", Japan offshore market.
@Deprecated public static final IborIndex JPY_TIBOR_EUROYEN_2M
The "Tokyo Interbank Offered Rate", Japan offshore market.
public static final IborIndex JPY_TIBOR_EUROYEN_3M
The "Tokyo Interbank Offered Rate", Japan offshore market.
public static final IborIndex JPY_TIBOR_EUROYEN_6M
The "Tokyo Interbank Offered Rate", Japan offshore market.
public static final IborIndex JPY_TIBOR_EUROYEN_12M
The "Tokyo Interbank Offered Rate", Japan offshore market.
public static final IborIndex AUD_BBSW_1M
The AFMA Australian Bank Bill Short Term Rate.
public static final IborIndex AUD_BBSW_2M
The AFMA Australian Bank Bill Short Term Rate.
public static final IborIndex AUD_BBSW_3M
The AFMA Australian Bank Bill Short Term Rate.
public static final IborIndex AUD_BBSW_4M
The AFMA Australian Bank Bill Short Term Rate.
public static final IborIndex AUD_BBSW_5M
The AFMA Australian Bank Bill Short Term Rate.
public static final IborIndex AUD_BBSW_6M
The AFMA Australian Bank Bill Short Term Rate.
public static final IborIndex CAD_CDOR_1M
The "Canadian Dollar Offered Rate".
public static final IborIndex CAD_CDOR_2M
The "Canadian Dollar Offered Rate".
public static final IborIndex CAD_CDOR_3M
The "Canadian Dollar Offered Rate".
@Deprecated public static final IborIndex CAD_CDOR_6M
The "Canadian Dollar Offered Rate".
@Deprecated public static final IborIndex CAD_CDOR_12M
The "Canadian Dollar Offered Rate".
public static final IborIndex CZK_PRIBOR_1W
The "Prague Interbank Offered Rate".
public static final IborIndex CZK_PRIBOR_2W
The "Prague Interbank Offered Rate".
public static final IborIndex CZK_PRIBOR_1M
The "Prague Interbank Offered Rate".
public static final IborIndex CZK_PRIBOR_2M
The "Prague Interbank Offered Rate".
public static final IborIndex CZK_PRIBOR_3M
The "Prague Interbank Offered Rate".
public static final IborIndex CZK_PRIBOR_6M
The "Prague Interbank Offered Rate".
public static final IborIndex CZK_PRIBOR_9M
The "Prague Interbank Offered Rate".
public static final IborIndex CZK_PRIBOR_12M
The "Prague Interbank Offered Rate".
public static final IborIndex DKK_CIBOR_1W
The "Copenhagen Interbank Offered Rate".
public static final IborIndex DKK_CIBOR_2W
The "Copenhagen Interbank Offered Rate".
public static final IborIndex DKK_CIBOR_1M
The "Copenhagen Interbank Offered Rate".
public static final IborIndex DKK_CIBOR_2M
The "Copenhagen Interbank Offered Rate".
public static final IborIndex DKK_CIBOR_3M
The "Copenhagen Interbank Offered Rate".
public static final IborIndex DKK_CIBOR_6M
The "Copenhagen Interbank Offered Rate".
public static final IborIndex DKK_CIBOR_9M
The "Copenhagen Interbank Offered Rate".
public static final IborIndex DKK_CIBOR_12M
The "Copenhagen Interbank Offered Rate".
public static final IborIndex HUF_BUBOR_1W
The "Budapest Interbank Offered Rate".
public static final IborIndex HUF_BUBOR_2W
The "Budapest Interbank Offered Rate".
public static final IborIndex HUF_BUBOR_1M
The "Budapest Interbank Offered Rate".
public static final IborIndex HUF_BUBOR_2M
The "Budapest Interbank Offered Rate".
public static final IborIndex HUF_BUBOR_3M
The "Budapest Interbank Offered Rate".
public static final IborIndex HUF_BUBOR_6M
The "Budapest Interbank Offered Rate".
public static final IborIndex HUF_BUBOR_9M
The "Budapest Interbank Offered Rate".
public static final IborIndex HUF_BUBOR_12M
The "Budapest Interbank Offered Rate".
public static final IborIndex MXN_TIIE_4W
The "Interbank Equilibrium Interest Rate".
public static final IborIndex MXN_TIIE_13W
The "Interbank Equilibrium Interest Rate".
public static final IborIndex MXN_TIIE_26W
The "Interbank Equilibrium Interest Rate".
public static final IborIndex NOK_NIBOR_1W
The "Norwegian Interbank Offered Rate".
public static final IborIndex NOK_NIBOR_1M
The "Norwegian Interbank Offered Rate".
public static final IborIndex NOK_NIBOR_2M
The "Norwegian Interbank Offered Rate".
public static final IborIndex NOK_NIBOR_3M
The "Norwegian Interbank Offered Rate".
public static final IborIndex NOK_NIBOR_6M
The "Norwegian Interbank Offered Rate".
public static final IborIndex NZD_BKBM_1M
The "New Zealand Bank Bill Benchmark Rate".
public static final IborIndex NZD_BKBM_2M
The "New Zealand Bank Bill Benchmark Rate".
public static final IborIndex NZD_BKBM_3M
The "New Zealand Bank Bill Benchmark Rate".
public static final IborIndex NZD_BKBM_4M
The "New Zealand Bank Bill Benchmark Rate".
public static final IborIndex NZD_BKBM_5M
The "New Zealand Bank Bill Benchmark Rate".
public static final IborIndex NZD_BKBM_6M
The "New Zealand Bank Bill Benchmark Rate".
public static final IborIndex PLN_WIBOR_1W
The "Polish Interbank Offered Rate".
public static final IborIndex PLN_WIBOR_1M
The "Polish Interbank Offered Rate".
public static final IborIndex PLN_WIBOR_3M
The "Polish Interbank Offered Rate".
public static final IborIndex PLN_WIBOR_6M
The "Polish Interbank Offered Rate".
public static final IborIndex PLN_WIBOR_12M
The "Polish Interbank Offered Rate".
public static final IborIndex SEK_STIBOR_1W
The "Swedish Interbank Offered Rate".
public static final IborIndex SEK_STIBOR_1M
The "Swedish Interbank Offered Rate".
public static final IborIndex SEK_STIBOR_2M
The "Swedish Interbank Offered Rate".
public static final IborIndex SEK_STIBOR_3M
The "Swedish Interbank Offered Rate".
public static final IborIndex SEK_STIBOR_6M
The "Swedish Interbank Offered Rate".
public static final IborIndex ZAR_JIBAR_1M
The "Johannnesburg Interbank Average Rate".
public static final IborIndex ZAR_JIBAR_3M
The "Johannnesburg Interbank Average Rate".
public static final IborIndex ZAR_JIBAR_6M
The "Johannnesburg Interbank Average Rate".
public static final IborIndex ZAR_JIBAR_12M
The "Johannnesburg Interbank Average Rate".
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