public final class TermDepositConventions extends Object
The conventions form two groups, those typically used for deposits of one month and over and those for deposits of less than one month, which have "Short" in the name.
The conventions also differ by spot date. Most currencies have a T+2 spot date, where the start date is two days after the trade date. There are special cases for trades that have a T+0 or T+1 convention. The name of each convention includes "T0", "T1" or "T2" two indicate the spot date.
| Modifier and Type | Field and Description |
|---|---|
static TermDepositConvention |
CHF_DEPOSIT_T2
The 'CHF-Deposit-T2' term deposit convention with T+2 settlement date.
|
static TermDepositConvention |
CHF_SHORT_DEPOSIT_T0
The 'CHF-ShortDeposit-T0' term deposit convention with T+0 settlement date.
|
static TermDepositConvention |
CHF_SHORT_DEPOSIT_T1
The 'CHF-ShortDeposit-T1' term deposit convention with T+1 settlement date
This has the following business day convention and is typically used for T/N.
|
static TermDepositConvention |
CHF_SHORT_DEPOSIT_T2
The 'CHF-ShortDeposit-T2' term deposit convention with T+2 settlement date
This has the following business day convention and is typically used for deposits up to one month.
|
static TermDepositConvention |
EUR_DEPOSIT_T2
The 'EUR-Deposit-T2' term deposit convention with T+2 settlement date.
|
static TermDepositConvention |
EUR_SHORT_DEPOSIT_T0
The 'EUR-ShortDeposit-T0' term deposit convention with T+0 settlement date.
|
static TermDepositConvention |
EUR_SHORT_DEPOSIT_T1
The 'EUR-ShortDeposit-T1' term deposit convention with T+1 settlement date
This has the following business day convention and is typically used for T/N.
|
static TermDepositConvention |
EUR_SHORT_DEPOSIT_T2
The 'EUR-ShortDeposit-T2' term deposit convention with T+2 settlement date
This has the following business day convention and is typically used for deposits up to one month.
|
static TermDepositConvention |
GBP_DEPOSIT_T0
The 'GBP-Deposit-T0' term deposit convention with T+0 settlement date.
|
static TermDepositConvention |
GBP_SHORT_DEPOSIT_T0
The 'GBP-ShortDeposit-T0' term deposit convention with T+0 settlement date.
|
static TermDepositConvention |
GBP_SHORT_DEPOSIT_T1
The 'GBP-ShortDeposit-T1' term deposit convention with T+1 settlement date.
|
static TermDepositConvention |
USD_DEPOSIT_T2
The 'USD-Deposit-T2' term deposit convention with T+2 settlement date.
|
static TermDepositConvention |
USD_SHORT_DEPOSIT_T0
The 'USD-ShortDeposit-T0' term deposit convention with T+0 settlement date.
|
static TermDepositConvention |
USD_SHORT_DEPOSIT_T1
The 'USD-ShortDeposit-T1' term deposit convention with T+1 settlement date
This has the following business day convention and is typically used for T/N.
|
static TermDepositConvention |
USD_SHORT_DEPOSIT_T2
The 'USD-ShortDeposit-T2' term deposit convention with T+2 settlement date
This has the following business day convention and is typically used for deposits up to one month.
|
public static final TermDepositConvention GBP_DEPOSIT_T0
public static final TermDepositConvention GBP_SHORT_DEPOSIT_T0
public static final TermDepositConvention GBP_SHORT_DEPOSIT_T1
public static final TermDepositConvention EUR_DEPOSIT_T2
public static final TermDepositConvention EUR_SHORT_DEPOSIT_T0
public static final TermDepositConvention EUR_SHORT_DEPOSIT_T1
public static final TermDepositConvention EUR_SHORT_DEPOSIT_T2
public static final TermDepositConvention USD_DEPOSIT_T2
public static final TermDepositConvention USD_SHORT_DEPOSIT_T0
public static final TermDepositConvention USD_SHORT_DEPOSIT_T1
public static final TermDepositConvention USD_SHORT_DEPOSIT_T2
public static final TermDepositConvention CHF_DEPOSIT_T2
public static final TermDepositConvention CHF_SHORT_DEPOSIT_T0
public static final TermDepositConvention CHF_SHORT_DEPOSIT_T1
public static final TermDepositConvention CHF_SHORT_DEPOSIT_T2
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