| Package | Description |
|---|---|
| com.opengamma.strata.product.fra.type |
Conventions and templates to aid the construction of FRAs.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableFraConvention
A market convention for forward rate agreement (FRA) trades.
|
| Modifier and Type | Method and Description |
|---|---|
FraConvention |
FraTemplate.getConvention()
Gets the underlying FRA convention.
|
static FraConvention |
FraConventions.of(IborIndex index)
Obtains a convention based on the specified index.
|
static FraConvention |
FraConvention.of(IborIndex index)
Obtains a convention based on the specified index.
|
static FraConvention |
FraConvention.of(String uniqueName)
Obtains an instance from the specified unique name.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<FraConvention> |
FraTemplate.Meta.convention()
The meta-property for the
convention property. |
static ExtendedEnum<FraConvention> |
FraConvention.extendedEnum()
Gets the extended enum helper.
|
| Modifier and Type | Method and Description |
|---|---|
FraTemplate.Builder |
FraTemplate.Builder.convention(FraConvention convention)
Sets the underlying FRA convention.
|
static FraTemplate |
FraTemplate.of(Period periodToStart,
Period periodToEnd,
FraConvention convention)
Obtains a template based on the specified periods and convention.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.