| Package | Description |
|---|---|
| com.opengamma.strata.product.index.type |
Conventions and templates to aid the construction of rate index products.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableIborFutureConvention
Deprecated.
|
| Modifier and Type | Field and Description |
|---|---|
static IborFutureConvention |
IborFutureConventions.EUR_EURIBOR_3M_MONTHLY_IMM
Deprecated.
The 'EUR-EURIBOR-3M-Monthly-IMM' convention.
|
static IborFutureConvention |
IborFutureConventions.EUR_EURIBOR_3M_QUARTERLY_IMM
Deprecated.
The 'EUR-EURIBOR-3M-Quarterly-IMM' convention.
|
static IborFutureConvention |
IborFutureConventions.GBP_LIBOR_3M_MONTHLY_IMM
Deprecated.
The 'GBP-LIBOR-3M-Monthly-IMM' convention.
|
static IborFutureConvention |
IborFutureConventions.GBP_LIBOR_3M_QUARTERLY_IMM
Deprecated.
The 'GBP-LIBOR-3M-Quarterly-IMM' convention.
|
static IborFutureConvention |
IborFutureConventions.USD_LIBOR_3M_MONTHLY_IMM
Deprecated.
The 'USD-LIBOR-3M-Monthly-IMM' convention.
|
static IborFutureConvention |
IborFutureConventions.USD_LIBOR_3M_QUARTERLY_IMM
Deprecated.
The 'USD-LIBOR-3M-Quarterly-IMM' convention.
|
| Modifier and Type | Method and Description |
|---|---|
IborFutureConvention |
IborFutureTemplate.getConvention()
Deprecated.
|
static IborFutureConvention |
IborFutureConvention.of(String uniqueName)
Deprecated.
Obtains an instance from the specified unique name.
|
| Modifier and Type | Method and Description |
|---|---|
static ExtendedEnum<IborFutureConvention> |
IborFutureConvention.extendedEnum()
Deprecated.
Gets the extended enum helper.
|
| Modifier and Type | Method and Description |
|---|---|
static IborFutureTemplate |
IborFutureTemplate.of(Period minimumPeriod,
int sequenceNumber,
IborFutureConvention convention)
Deprecated.
|
static IborFutureTemplate |
IborFutureTemplate.of(YearMonth yearMonth,
IborFutureConvention convention)
Deprecated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.