com.opengamma.strata.product.fx.type

Class StandardFxSwapConventions

java.lang.Object

com.opengamma.strata.product.fx.type.StandardFxSwapConventions

public final class StandardFxSwapConventions
extends Object

Market standard FX swap conventions.

Field Summary

Fields

Modifier and Type	Field and Description
static FxSwapConvention	EUR_GBP EUR/GBP convention with 2 days spot date.
static FxSwapConvention	EUR_JPY EUR/JPY convention with 2 days spot date.
static FxSwapConvention	EUR_USD EUR/USD convention with 2 days spot date.
static FxSwapConvention	GBP_JPY GBP/JPY convention with 2 days spot date.
static FxSwapConvention	GBP_USD GBP/USD convention with 2 days spot date.
static FxSwapConvention	USD_JPY USD/JPY convention with 2 days spot date.

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

EUR_USD

public static final FxSwapConvention EUR_USD

EUR/USD convention with 2 days spot date.

EUR_GBP

public static final FxSwapConvention EUR_GBP

EUR/GBP convention with 2 days spot date.

EUR_JPY

public static final FxSwapConvention EUR_JPY

EUR/JPY convention with 2 days spot date.

GBP_USD

public static final FxSwapConvention GBP_USD

GBP/USD convention with 2 days spot date.

GBP_JPY

public static final FxSwapConvention GBP_JPY

GBP/JPY convention with 2 days spot date.

USD_JPY

public static final FxSwapConvention USD_JPY

USD/JPY convention with 2 days spot date.