OvernightFutureContractSpecs (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

public final class OvernightFutureContractSpecs
extends Object

Commonly traded Overnight future contract specifications.

Field Summary

Fields
Modifier and Type	Field and Description
`static OvernightFutureContractSpec`	`CHF_SARON_3M_IMM_EUREX` The 'GBP-CHF-SARON-3M-IMM-EUREX' contract.
`static OvernightFutureContractSpec`	`CHF_SARON_3M_IMM_ICE` The 'CHF-SARON-3M-IMM-CME' contract.
`static OvernightFutureContractSpec`	`EUR_ESTR_1M_IMM_ICE` The 'EUR_ESTR_1M_IMM_ICE' contract.
`static OvernightFutureContractSpec`	`GBP_SONIA_1M_ICE` The 'GBP-SONIA-1M-ICE' contract.
`static OvernightFutureContractSpec`	`GBP_SONIA_1M_IMM_LCH` The 'GBP-SONIA-1M-IMM-LCH' contract.
`static OvernightFutureContractSpec`	`GBP_SONIA_3M_IMM_CME` The 'GBP-SONIA-3M-IMM-CME' contract.
`static OvernightFutureContractSpec`	`GBP_SONIA_3M_IMM_ICE` The 'GBP-SONIA-3M-IMM-ICE' contract.
`static OvernightFutureContractSpec`	`GBP_SONIA_3M_IMM_LCH` The 'GBP-SONIA-3M-IMM-LCH' contract.
`static OvernightFutureContractSpec`	`USD_FED_FUND_1M_CME` The 'USD-FED-FUND-1M-CME' contract.
`static OvernightFutureContractSpec`	`USD_SOFR_1M_CME` The 'USD-SOFR-1M-CME' contract.
`static OvernightFutureContractSpec`	`USD_SOFR_1M_ICE` The 'USD-SOFR-1M-ICE' contract.
`static OvernightFutureContractSpec`	`USD_SOFR_1M_IMM_CME` The 'USD-SOFR-1M-IMM-CME' convention.
`static OvernightFutureContractSpec`	`USD_SOFR_3M_IMM_CME` The 'USD-SOFR-3M-IMM-CME' contract.
`static OvernightFutureContractSpec`	`USD_SOFR_3M_IMM_ICE` The 'USD-SOFR-3M-IMM-ICE' contract.

Method Summary
- Methods inherited from class java.lang.Object
  clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - GBP_SONIA_3M_IMM_CME
```
public static final OvernightFutureContractSpec GBP_SONIA_3M_IMM_CME
```
    The 'GBP-SONIA-3M-IMM-CME' contract.
    The CME "SON" contract based on quarterly IMM dates.
  - CHF_SARON_3M_IMM_ICE
```
public static final OvernightFutureContractSpec CHF_SARON_3M_IMM_ICE
```
    The 'CHF-SARON-3M-IMM-CME' contract.
    The ICE "SA3" contract based on quarterly IMM dates.
  - CHF_SARON_3M_IMM_EUREX
```
public static final OvernightFutureContractSpec CHF_SARON_3M_IMM_EUREX
```
    The 'GBP-CHF-SARON-3M-IMM-EUREX' contract.
    The EUREX "FSR3" contract based on quarterly IMM dates.
  - EUR_ESTR_1M_IMM_ICE
```
public static final OvernightFutureContractSpec EUR_ESTR_1M_IMM_ICE
```
    The 'EUR_ESTR_1M_IMM_ICE' contract.
    The ICE "EON" contract based on quarterly IMM dates.
  - GBP_SONIA_3M_IMM_ICE
```
public static final OvernightFutureContractSpec GBP_SONIA_3M_IMM_ICE
```
    The 'GBP-SONIA-3M-IMM-ICE' contract.
    The ICE "SO3" contract based on quarterly IMM dates.
  - GBP_SONIA_3M_IMM_LCH
```
public static final OvernightFutureContractSpec GBP_SONIA_3M_IMM_LCH
```
    The 'GBP-SONIA-3M-IMM-LCH' contract.
    The LCH "SON" contract based on quarterly IMM dates.
    Serial months can be traded for this contract, but no constant is defined here for that at present.
  - GBP_SONIA_1M_ICE
```
public static final OvernightFutureContractSpec GBP_SONIA_1M_ICE
```
    The 'GBP-SONIA-1M-ICE' contract.
    The ICE "SOA" contract based on calendar months.
  - GBP_SONIA_1M_IMM_LCH
```
public static final OvernightFutureContractSpec GBP_SONIA_1M_IMM_LCH
```
    The 'GBP-SONIA-1M-IMM-LCH' contract.
    The LCH "OSN" contract based on monthly IMM dates.
  - USD_SOFR_1M_IMM_CME
```
public static final OvernightFutureContractSpec USD_SOFR_1M_IMM_CME
```
    The 'USD-SOFR-1M-IMM-CME' convention.
    The CME "SR1" contract based on monthly IMM dates.
  - USD_SOFR_3M_IMM_CME
```
public static final OvernightFutureContractSpec USD_SOFR_3M_IMM_CME
```
    The 'USD-SOFR-3M-IMM-CME' contract.
    The CME "SR3" contract based on quarterly IMM dates.
  - USD_SOFR_3M_IMM_ICE
```
public static final OvernightFutureContractSpec USD_SOFR_3M_IMM_ICE
```
    The 'USD-SOFR-3M-IMM-ICE' contract.
    The ICE "SF3" contract based on quarterly IMM dates.
  - USD_SOFR_1M_CME
```
public static final OvernightFutureContractSpec USD_SOFR_1M_CME
```
    The 'USD-SOFR-1M-CME' contract.
    The CME "SR1" contract based on calendar months.
  - USD_SOFR_1M_ICE
```
public static final OvernightFutureContractSpec USD_SOFR_1M_ICE
```
    The 'USD-SOFR-1M-ICE' contract.
    The ICE "SF1" contract based on calendar months.
  - USD_FED_FUND_1M_CME
```
public static final OvernightFutureContractSpec USD_FED_FUND_1M_CME
```
    The 'USD-FED-FUND-1M-CME' contract.
    The CME "ZQ" contract based on calendar months.

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class OvernightFutureContractSpecs

Field Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

GBP_SONIA_3M_IMM_CME

CHF_SARON_3M_IMM_ICE

CHF_SARON_3M_IMM_EUREX

EUR_ESTR_1M_IMM_ICE

GBP_SONIA_3M_IMM_ICE

GBP_SONIA_3M_IMM_LCH

GBP_SONIA_1M_ICE

GBP_SONIA_1M_IMM_LCH

USD_SOFR_1M_IMM_CME

USD_SOFR_3M_IMM_CME

USD_SOFR_3M_IMM_ICE

USD_SOFR_1M_CME

USD_SOFR_1M_ICE

USD_FED_FUND_1M_CME