| Package | Description |
|---|---|
| com.opengamma.strata.product.index.type |
Conventions and templates to aid the construction of rate index products.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableIborFutureConvention |
ImmutableIborFutureConvention.Builder.build() |
static ImmutableIborFutureConvention |
ImmutableIborFutureConvention.of(IborIndex index,
DateSequence dateSequence)
Deprecated.
Creates a convention based on the specified index and the sequence of dates.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ImmutableIborFutureConvention> |
ImmutableIborFutureConvention.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.