| Package | Description |
|---|---|
| com.opengamma.strata.product.fra.type |
Conventions and templates to aid the construction of FRAs.
|
| Modifier and Type | Method and Description |
|---|---|
FraTemplate |
FraTemplate.Builder.build() |
static FraTemplate |
FraTemplate.of(Period periodToStart,
IborIndex index)
Obtains a template based on the specified period and index.
|
static FraTemplate |
FraTemplate.of(Period periodToStart,
Period periodToEnd,
FraConvention convention)
Obtains a template based on the specified periods and convention.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends FraTemplate> |
FraTemplate.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.