FixedIborSwapConventions (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.swap.type.FixedIborSwapConventions

```
public final class FixedIborSwapConventions
extends Object
```
Market standard Fixed-Ibor swap conventions.
https://quant.opengamma.io/Interest-Rate-Instruments-and-Market-Conventions.pdf

Field Summary

Fields
Modifier and Type	Field and Description
`static FixedIborSwapConvention`	`CHF_FIXED_1Y_LIBOR_3M` The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.
`static FixedIborSwapConvention`	`CHF_FIXED_1Y_LIBOR_6M` The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.
`static FixedIborSwapConvention`	`EUR_FIXED_1Y_EURIBOR_3M` The 'EUR-FIXED-1Y-EURIBOR-3M' swap convention.
`static FixedIborSwapConvention`	`EUR_FIXED_1Y_EURIBOR_6M` The 'EUR-FIXED-1Y-EURIBOR-6M' swap convention.
`static FixedIborSwapConvention`	`EUR_FIXED_1Y_LIBOR_3M` The 'EUR-FIXED-1Y-LIBOR-3M' swap convention.
`static FixedIborSwapConvention`	`EUR_FIXED_1Y_LIBOR_6M` The 'EUR-FIXED-1Y-LIBOR-6M' swap convention.
`static FixedIborSwapConvention`	`GBP_FIXED_1Y_LIBOR_3M` The 'GBP-FIXED-1Y-LIBOR-3M' swap convention.
`static FixedIborSwapConvention`	`GBP_FIXED_3M_LIBOR_3M` The 'GBP-FIXED-3M-LIBOR-3M' swap convention.
`static FixedIborSwapConvention`	`GBP_FIXED_6M_LIBOR_6M` The 'GBP-FIXED-6M-LIBOR-6M' swap convention.
`static FixedIborSwapConvention`	`JPY_FIXED_6M_LIBOR_6M` The 'JPY-FIXED-6M-LIBOR-6M' swap convention.
`static FixedIborSwapConvention`	`JPY_FIXED_6M_TIBORJ_3M` The 'JPY-FIXED-6M-TIBOR-JAPAN-3M' swap convention.
`static FixedIborSwapConvention`	`USD_FIXED_1Y_LIBOR_3M` The 'USD-FIXED-1Y-LIBOR-3M' swap convention.
`static FixedIborSwapConvention`	`USD_FIXED_6M_LIBOR_3M` The 'USD-FIXED-6M-LIBOR-3M' swap convention.

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

- Field Detail
  - USD_FIXED_6M_LIBOR_3M
```
public static final FixedIborSwapConvention USD_FIXED_6M_LIBOR_3M
```
    The 'USD-FIXED-6M-LIBOR-3M' swap convention.
    USD(NY) vanilla fixed vs LIBOR 3M swap. The fixed leg pays every 6 months with day count '30U/360'.
  - USD_FIXED_1Y_LIBOR_3M
```
public static final FixedIborSwapConvention USD_FIXED_1Y_LIBOR_3M
```
    The 'USD-FIXED-1Y-LIBOR-3M' swap convention.
    USD(London) vanilla fixed vs LIBOR 3M swap. The fixed leg pays yearly with day count 'Act/360'.
  - EUR_FIXED_1Y_EURIBOR_3M
```
public static final FixedIborSwapConvention EUR_FIXED_1Y_EURIBOR_3M
```
    The 'EUR-FIXED-1Y-EURIBOR-3M' swap convention.
    EUR(1Y) vanilla fixed vs Euribor 3M swap. The fixed leg pays yearly with day count '30U/360'.
  - EUR_FIXED_1Y_EURIBOR_6M
```
public static final FixedIborSwapConvention EUR_FIXED_1Y_EURIBOR_6M
```
    The 'EUR-FIXED-1Y-EURIBOR-6M' swap convention.
    EUR(>1Y) vanilla fixed vs Euribor 6M swap. The fixed leg pays yearly with day count '30U/360'.
  - EUR_FIXED_1Y_LIBOR_3M
```
public static final FixedIborSwapConvention EUR_FIXED_1Y_LIBOR_3M
```
    The 'EUR-FIXED-1Y-LIBOR-3M' swap convention.
    EUR(1Y) vanilla fixed vs LIBOR 3M swap. The fixed leg pays yearly with day count '30U/360'.
  - EUR_FIXED_1Y_LIBOR_6M
```
public static final FixedIborSwapConvention EUR_FIXED_1Y_LIBOR_6M
```
    The 'EUR-FIXED-1Y-LIBOR-6M' swap convention.
    EUR(>1Y) vanilla fixed vs LIBOR 6M swap. The fixed leg pays yearly with day count '30U/360'.
  - GBP_FIXED_1Y_LIBOR_3M
```
public static final FixedIborSwapConvention GBP_FIXED_1Y_LIBOR_3M
```
    The 'GBP-FIXED-1Y-LIBOR-3M' swap convention.
    GBP(1Y) vanilla fixed vs LIBOR 3M swap. The fixed leg pays yearly with day count 'Act/365F'.
  - GBP_FIXED_6M_LIBOR_6M
```
public static final FixedIborSwapConvention GBP_FIXED_6M_LIBOR_6M
```
    The 'GBP-FIXED-6M-LIBOR-6M' swap convention.
    GBP(>1Y) vanilla fixed vs LIBOR 6M swap. The fixed leg pays every 6 months with day count 'Act/365F'.
  - GBP_FIXED_3M_LIBOR_3M
```
public static final FixedIborSwapConvention GBP_FIXED_3M_LIBOR_3M
```
    The 'GBP-FIXED-3M-LIBOR-3M' swap convention.
    GBP(>1Y) vanilla fixed vs LIBOR 3M swap. The fixed leg pays every 3 months with day count 'Act/365F'.
  - CHF_FIXED_1Y_LIBOR_3M
```
public static final FixedIborSwapConvention CHF_FIXED_1Y_LIBOR_3M
```
    The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.
    CHF(1Y) vanilla fixed vs LIBOR 3M swap. The fixed leg pays yearly with day count '30U/360'.
  - CHF_FIXED_1Y_LIBOR_6M
```
public static final FixedIborSwapConvention CHF_FIXED_1Y_LIBOR_6M
```
    The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.
    CHF(>1Y) vanilla fixed vs LIBOR 6M swap. The fixed leg pays yearly with day count '30U/360'.
  - JPY_FIXED_6M_TIBORJ_3M
```
public static final FixedIborSwapConvention JPY_FIXED_6M_TIBORJ_3M
```
    The 'JPY-FIXED-6M-TIBOR-JAPAN-3M' swap convention.
    JPY(Tibor) vanilla fixed vs Tibor 3M swap. The fixed leg pays every 6 months with day count 'Act/365F'.
  - JPY_FIXED_6M_LIBOR_6M
```
public static final FixedIborSwapConvention JPY_FIXED_6M_LIBOR_6M
```
    The 'JPY-FIXED-6M-LIBOR-6M' swap convention.
    JPY(LIBOR) vanilla fixed vs LIBOR 6M swap. The fixed leg pays every 6 months with day count 'Act/365F'.

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

Class FixedIborSwapConventions

Field Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

USD_FIXED_6M_LIBOR_3M

USD_FIXED_1Y_LIBOR_3M

EUR_FIXED_1Y_EURIBOR_3M

EUR_FIXED_1Y_EURIBOR_6M

EUR_FIXED_1Y_LIBOR_3M

EUR_FIXED_1Y_LIBOR_6M

GBP_FIXED_1Y_LIBOR_3M

GBP_FIXED_6M_LIBOR_6M

GBP_FIXED_3M_LIBOR_3M

CHF_FIXED_1Y_LIBOR_3M

CHF_FIXED_1Y_LIBOR_6M

JPY_FIXED_6M_TIBORJ_3M

JPY_FIXED_6M_LIBOR_6M