com.opengamma.strata.product.index.type

Class IborFutureConventions

java.lang.Object

com.opengamma.strata.product.index.type.IborFutureConventions

Deprecated.

Use IborFutureContractSpecs

@Deprecated
public final class IborFutureConventions
extends Object

Market standard Ibor future conventions.

Field Summary

Fields

Modifier and Type	Field and Description
static IborFutureConvention	EUR_EURIBOR_3M_MONTHLY_IMM Deprecated. The 'EUR-EURIBOR-3M-Monthly-IMM' convention.
static IborFutureConvention	EUR_EURIBOR_3M_QUARTERLY_IMM Deprecated. The 'EUR-EURIBOR-3M-Quarterly-IMM' convention.
static IborFutureConvention	GBP_LIBOR_3M_MONTHLY_IMM Deprecated. The 'GBP-LIBOR-3M-Monthly-IMM' convention.
static IborFutureConvention	GBP_LIBOR_3M_QUARTERLY_IMM Deprecated. The 'GBP-LIBOR-3M-Quarterly-IMM' convention.
static IborFutureConvention	USD_LIBOR_3M_MONTHLY_IMM Deprecated. The 'USD-LIBOR-3M-Monthly-IMM' convention.
static IborFutureConvention	USD_LIBOR_3M_QUARTERLY_IMM Deprecated. The 'USD-LIBOR-3M-Quarterly-IMM' convention.

Method Summary

Methods inherited from class java.lang.Object

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

Field Detail

GBP_LIBOR_3M_QUARTERLY_IMM

public static final IborFutureConvention GBP_LIBOR_3M_QUARTERLY_IMM

Deprecated.

The 'GBP-LIBOR-3M-Quarterly-IMM' convention.

The 'GBP-LIBOR-3M' index based on quarterly IMM dates.

GBP_LIBOR_3M_MONTHLY_IMM

public static final IborFutureConvention GBP_LIBOR_3M_MONTHLY_IMM

Deprecated.

The 'GBP-LIBOR-3M-Monthly-IMM' convention.

The 'GBP-LIBOR-3M' index based on monthly IMM dates.

EUR_EURIBOR_3M_QUARTERLY_IMM

public static final IborFutureConvention EUR_EURIBOR_3M_QUARTERLY_IMM

Deprecated.

The 'EUR-EURIBOR-3M-Quarterly-IMM' convention.

The 'EUR-EURIBOR-3M' index based on quarterly IMM dates.

EUR_EURIBOR_3M_MONTHLY_IMM

public static final IborFutureConvention EUR_EURIBOR_3M_MONTHLY_IMM

Deprecated.

The 'EUR-EURIBOR-3M-Monthly-IMM' convention.

The 'EUR-EURIBOR-3M' index based on monthly IMM dates.

USD_LIBOR_3M_QUARTERLY_IMM

public static final IborFutureConvention USD_LIBOR_3M_QUARTERLY_IMM

Deprecated.

The 'USD-LIBOR-3M-Quarterly-IMM' convention.

The 'USD-LIBOR-3M' index based on quarterly IMM dates.

USD_LIBOR_3M_MONTHLY_IMM

public static final IborFutureConvention USD_LIBOR_3M_MONTHLY_IMM

Deprecated.

The 'USD-LIBOR-3M-Monthly-IMM' convention.

The 'USD-LIBOR-3M' index based on monthly IMM dates.