Uses of Class
com.opengamma.strata.product.common.BuySell

Packages that use BuySell

Package	Description
com.opengamma.strata.product	Entity objects describing trades and products in financial markets.
com.opengamma.strata.product.common	Entity objects shared between other packages.
com.opengamma.strata.product.credit	Entity objects describing Credit Default Swap (CDS) and CDS index.
com.opengamma.strata.product.credit.type	Conventions and templates to aid the construction of credit instruments.
com.opengamma.strata.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.deposit.type	Conventions and templates to aid the construction of deposits.
com.opengamma.strata.product.fra	Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fra.type	Conventions and templates to aid the construction of FRAs.
com.opengamma.strata.product.fx.type	Conventions and templates to aid the construction of foreign exchange products.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.

Uses of BuySell in com.opengamma.strata.product

Fields in com.opengamma.strata.product with type parameters of type BuySell

Modifier and Type	Field and Description
static AttributeType<BuySell>	AttributeType.BUY_SELL Key used to indicate logical Buy/Sell.

Uses of BuySell in com.opengamma.strata.product.common

Methods in com.opengamma.strata.product.common that return BuySell

Modifier and Type	Method and Description
static BuySell	BuySell.of(String name) Obtains an instance from the specified name.
static BuySell	BuySell.ofBuy(boolean isBuy) Converts a boolean "is buy" flag to the enum value.
BuySell	BuySell.opposite() Supplies the opposite of this value.
static BuySell	BuySell.valueOf(String name) Returns the enum constant of this type with the specified name.
static BuySell[]	BuySell.values() Returns an array containing the constants of this enum type, in the order they are declared.

Uses of BuySell in com.opengamma.strata.product.credit

Methods in com.opengamma.strata.product.credit that return BuySell

Modifier and Type	Method and Description
BuySell	ResolvedCdsIndex.getBuySell() Gets whether the CDS index is buy or sell.
BuySell	ResolvedCds.getBuySell() Gets whether the CDS is buy or sell.
BuySell	CdsIndex.getBuySell() Gets whether the CDS index is buy or sell.
BuySell	Cds.getBuySell() Gets whether the CDS is buy or sell.

Methods in com.opengamma.strata.product.credit that return types with arguments of type BuySell

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<BuySell>	ResolvedCdsIndex.Meta.buySell() The meta-property for the buySell property.
org.joda.beans.MetaProperty<BuySell>	ResolvedCds.Meta.buySell() The meta-property for the buySell property.
org.joda.beans.MetaProperty<BuySell>	CdsIndex.Meta.buySell() The meta-property for the buySell property.
org.joda.beans.MetaProperty<BuySell>	Cds.Meta.buySell() The meta-property for the buySell property.

Methods in com.opengamma.strata.product.credit with parameters of type BuySell

Modifier and Type	Method and Description
ResolvedCdsIndex.Builder	ResolvedCdsIndex.Builder.buySell(BuySell buySell) Sets whether the CDS index is buy or sell.
ResolvedCds.Builder	ResolvedCds.Builder.buySell(BuySell buySell) Sets whether the CDS is buy or sell.
CdsIndex.Builder	CdsIndex.Builder.buySell(BuySell buySell) Sets whether the CDS index is buy or sell.
Cds.Builder	Cds.Builder.buySell(BuySell buySell) Sets whether the CDS is buy or sell.
static Cds	Cds.of(BuySell buySell, StandardId legalEntityId, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate) Creates an instance of a standardized CDS.
static CdsIndex	CdsIndex.of(BuySell buySell, StandardId cdsIndexId, List<StandardId> legalEntityIds, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate) Creates an instance of a standardized CDS index.

Uses of BuySell in com.opengamma.strata.product.credit.type

Methods in com.opengamma.strata.product.credit.type with parameters of type BuySell

Modifier and Type	Method and Description
CdsTrade	TenorCdsTemplate.createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
CdsTrade	DatesCdsTemplate.createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
CdsTrade	CdsTemplate.createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData) Creates a trade based on this template.
CdsTrade	TenorCdsTemplate.createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)
CdsTrade	DatesCdsTemplate.createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)
CdsTrade	CdsTemplate.createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a trade based on this template.
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData) Creates a CDS trade with upfront fee from trade date, start date and end date.
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a CDS trade from trade date, start date and end date.
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData) Creates a CDS trade with upfront fee based on the trade date, start date and the IMM date logic.
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a CDS trade based on the trade date, start date and the IMM date logic.
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData) Creates a CDS trade with upfront fee based on the trade date and the IMM date logic.
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a CDS trade based on the trade date and the IMM date logic.
CdsTrade	ImmutableCdsConvention.toTrade(StandardId legalEntityId, TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)
CdsTrade	CdsConvention.toTrade(StandardId legalEntityId, TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a CDS trade with TradeInfo.
CdsTrade	ImmutableCdsConvention.toTrade(StandardId legalEntityId, TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upfrontFee)
CdsTrade	CdsConvention.toTrade(StandardId legalEntityId, TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee) Creates a CDS trade with upfront fee and TradeInfo.

Uses of BuySell in com.opengamma.strata.product.deposit

Methods in com.opengamma.strata.product.deposit that return BuySell

Modifier and Type	Method and Description
BuySell	TermDeposit.getBuySell() Gets whether the term deposit is 'Buy' or 'Sell'.
BuySell	IborFixingDeposit.getBuySell() Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.

Methods in com.opengamma.strata.product.deposit that return types with arguments of type BuySell

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<BuySell>	TermDeposit.Meta.buySell() The meta-property for the buySell property.
org.joda.beans.MetaProperty<BuySell>	IborFixingDeposit.Meta.buySell() The meta-property for the buySell property.

Methods in com.opengamma.strata.product.deposit with parameters of type BuySell

Modifier and Type	Method and Description
TermDeposit.Builder	TermDeposit.Builder.buySell(BuySell buySell) Sets whether the term deposit is 'Buy' or 'Sell'.
IborFixingDeposit.Builder	IborFixingDeposit.Builder.buySell(BuySell buySell) Sets whether the Ibor fixing deposit is 'Buy' or 'Sell'.

Uses of BuySell in com.opengamma.strata.product.deposit.type

Methods in com.opengamma.strata.product.deposit.type with parameters of type BuySell

Modifier and Type	Method and Description
TermDepositTrade	TermDepositTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double rate, ReferenceData refData) Creates a trade based on this template.
IborFixingDepositTrade	IborFixingDepositTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a trade based on this template.
default TermDepositTrade	TermDepositConvention.createTrade(LocalDate tradeDate, MarketTenor marketTenor, BuySell buySell, double notional, double rate, ReferenceData refData) Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.
default TermDepositTrade	TermDepositConvention.createTrade(LocalDate tradeDate, Period depositPeriod, BuySell buySell, double notional, double rate, ReferenceData refData) Creates a trade based on this convention.
IborFixingDepositTrade	ImmutableIborFixingDepositConvention.createTrade(LocalDate tradeDate, Period depositPeriod, BuySell buySell, double notional, double fixedRate, ReferenceData refData)
IborFixingDepositTrade	IborFixingDepositConvention.createTrade(LocalDate tradeDate, Period depositPeriod, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a trade based on this convention.
default TermDepositTrade	TermDepositConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double rate) Creates a trade based on this convention.
default IborFixingDepositTrade	IborFixingDepositConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.
TermDepositTrade	TermDepositConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double rate) Creates a trade based on this convention.
TermDepositTrade	ImmutableTermDepositConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double rate)
IborFixingDepositTrade	ImmutableIborFixingDepositConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)
IborFixingDepositTrade	IborFixingDepositConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.

Uses of BuySell in com.opengamma.strata.product.fra

Methods in com.opengamma.strata.product.fra that return BuySell

Modifier and Type	Method and Description
BuySell	Fra.getBuySell() Gets whether the FRA is buy or sell.

Methods in com.opengamma.strata.product.fra that return types with arguments of type BuySell

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<BuySell>	Fra.Meta.buySell() The meta-property for the buySell property.

Methods in com.opengamma.strata.product.fra with parameters of type BuySell

Modifier and Type	Method and Description
Fra.Builder	Fra.Builder.buySell(BuySell buySell) Sets whether the FRA is buy or sell.

Uses of BuySell in com.opengamma.strata.product.fra.type

Methods in com.opengamma.strata.product.fra.type with parameters of type BuySell

Modifier and Type	Method and Description
FraTrade	FraTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a trade based on this template.
default FraTrade	FraConvention.createTrade(LocalDate tradeDate, Period periodToStart, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a trade based on this convention, using the index tenor to define the end of the FRA.
FraTrade	ImmutableFraConvention.createTrade(LocalDate tradeDate, Period periodToStart, Period periodToEnd, BuySell buySell, double notional, double fixedRate, ReferenceData refData)
FraTrade	FraConvention.createTrade(LocalDate tradeDate, Period periodToStart, Period periodToEnd, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a trade based on this convention, specifying the end of the FRA.
default FraTrade	FraConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, LocalDate paymentDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.
FraTrade	ImmutableFraConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, LocalDate paymentDate, BuySell buySell, double notional, double fixedRate)
FraTrade	FraConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, LocalDate paymentDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.

Uses of BuySell in com.opengamma.strata.product.fx.type

Methods in com.opengamma.strata.product.fx.type with parameters of type BuySell

Modifier and Type	Method and Description
FxSwapTrade	FxSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, Currency buySellCurrency, double buySellNotional, double nearFxRate, double forwardPoints, ReferenceData refData) Creates a trade based on this template.
FxSwapTrade	FxSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double nearFxRate, double forwardPoints, ReferenceData refData) Creates a trade based on this template.
default FxSwapTrade	FxSwapConvention.createTrade(LocalDate tradeDate, MarketTenor marketTenor, BuySell buySell, Currency buySellCurrency, double buySellNotional, double nearFxRate, double farLegForwardPoints, ReferenceData refData) Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.
default FxSwapTrade	FxSwapConvention.createTrade(LocalDate tradeDate, MarketTenor marketTenor, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints, ReferenceData refData) Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.
default FxSwapTrade	FxSwapConvention.createTrade(LocalDate tradeDate, Period periodToNear, Period periodToFar, BuySell buySell, Currency buySellCurrency, double buySellNotional, double nearFxRate, double farLegForwardPoints, ReferenceData refData) Creates a trade based on this convention.
default FxSwapTrade	FxSwapConvention.createTrade(LocalDate tradeDate, Period periodToNear, Period periodToFar, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints, ReferenceData refData) Creates a trade based on this convention.
default FxSwapTrade	FxSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, Currency buySellCurrency, double buySellNotional, double nearFxRate, double farLegForwardPoints) Creates a trade based on this convention.
default FxSwapTrade	FxSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints) Creates a trade based on this convention.
FxSwapTrade	ImmutableFxSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, Currency buySellCurrency, double notional, double nearFxRate, double farLegForwardPoints)
FxSwapTrade	FxSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, Currency buySellCurrency, double buySellNotional, double nearFxRate, double farLegForwardPoints) Creates a trade based on this convention.
default FxSwapTrade	FxSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints) Creates a trade based on this convention.

Uses of BuySell in com.opengamma.strata.product.swap.type

Methods in com.opengamma.strata.product.swap.type with parameters of type BuySell

Modifier and Type	Method and Description
SwapTrade	XCcyOvernightOvernightSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData) Creates a trade based on this template.
SwapTrade	XCcyIborIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData) Creates a trade based on this template.
SwapTrade	FixedInflationSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a trade based on this template.
SwapTrade	FixedIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a trade based on this template.
SwapTrade	FixedFloatSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a trade based on this template.
SwapTrade	ThreeLegBasisSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a trade based on this template.
SwapTrade	OvernightIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a trade based on this template.
SwapTrade	IborIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a trade based on this template.
SwapTrade	FixedOvernightSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a trade based on this template.
default SwapTrade	XCcyOvernightOvernightSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	XCcyIborIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	FixedOvernightSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	FixedInflationSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	FixedIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	ThreeLegBasisSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	SingleCurrencySwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRateOrSpread, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	OvernightIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	IborIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	XCcyOvernightOvernightSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	XCcyIborIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	FixedOvernightSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	FixedInflationSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	FixedIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	ThreeLegBasisSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	SingleCurrencySwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRateOrSpread, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	OvernightIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	IborIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	FixedOvernightSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.
default SwapTrade	FixedInflationSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.
default SwapTrade	FixedIborSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.
default SwapTrade	ThreeLegBasisSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread) Creates a trade based on this convention.
default SwapTrade	SingleCurrencySwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRateOrSpread) Creates a trade based on this convention.
default SwapTrade	OvernightIborSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread) Creates a trade based on this convention.
default SwapTrade	IborIborSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread) Creates a trade based on this convention.
default SwapTrade	XCcyOvernightOvernightSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread) Creates a trade based on this convention.
default SwapTrade	XCcyIborIborSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread) Creates a trade based on this convention.
SwapTrade	FixedOvernightSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.
SwapTrade	FixedInflationSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.
SwapTrade	FixedIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.
SwapTrade	ThreeLegBasisSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread) Creates a trade based on this convention.
SwapTrade	SingleCurrencySwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRateOrSpread) Creates a trade based on this convention.
SwapTrade	OvernightIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread) Creates a trade based on this convention.
SwapTrade	ImmutableThreeLegBasisSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)
SwapTrade	ImmutableOvernightIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)
SwapTrade	ImmutableIborIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)
SwapTrade	ImmutableFixedOvernightSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)
SwapTrade	ImmutableFixedInflationSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)
SwapTrade	ImmutableFixedIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)
SwapTrade	IborIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread) Creates a trade based on this convention.
SwapTrade	XCcyOvernightOvernightSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread) Creates a trade based on this convention.
SwapTrade	XCcyIborIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread) Creates a trade based on this convention.
SwapTrade	ImmutableXCcyOvernightOvernightSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread)
SwapTrade	ImmutableXCcyIborIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread)