com.opengamma.strata.product.swap.type

Class FixedInflationSwapConventions

java.lang.Object

com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

public final class FixedInflationSwapConventions
extends Object

Fixed-Inflation swap conventions.

Field Summary

Fields

Modifier and Type	Field and Description
static FixedInflationSwapConvention	CHF_FIXED_ZC_CH_CPI CHF vanilla fixed vs Switzerland CPI swap.
static FixedInflationSwapConvention	EUR_FIXED_ZC_EU_AI_CPI Euro vanilla fixed vs Europe CPI swap.
static FixedInflationSwapConvention	EUR_FIXED_ZC_EU_EXT_CPI Euro vanilla fixed vs Europe (Excluding Tobacco) CPI swap.
static FixedInflationSwapConvention	EUR_FIXED_ZC_FR_CPI Euro vanilla fixed vs France CPI swap.
static FixedInflationSwapConvention	GBP_FIXED_ZC_GB_HCIP Deprecated. Use GBP_FIXED_ZC_GB_HICP.
static FixedInflationSwapConvention	GBP_FIXED_ZC_GB_HICP GBP vanilla fixed vs UK HICP swap.
static FixedInflationSwapConvention	GBP_FIXED_ZC_GB_RPI GBP vanilla fixed vs UK RPI swap.
static FixedInflationSwapConvention	GBP_FIXED_ZC_GB_RPIX GBP vanilla fixed vs UK RPIX swap.
static FixedInflationSwapConvention	JPY_FIXED_ZC_JP_CPI JPY vanilla fixed vs Japan (Excluding Fresh Food) CPI swap.
static FixedInflationSwapConvention	USD_FIXED_ZC_US_CPI USD(NY) vanilla fixed vs US Urban consumers CPI swap.

Method Summary

Methods inherited from class java.lang.Object

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

Field Detail

GBP_FIXED_ZC_GB_HICP

public static final FixedInflationSwapConvention GBP_FIXED_ZC_GB_HICP

GBP vanilla fixed vs UK HICP swap. Both legs are zero-coupon; the fixed rate is compounded.

GBP_FIXED_ZC_GB_HCIP

@Deprecated
public static final FixedInflationSwapConvention GBP_FIXED_ZC_GB_HCIP

Deprecated. Use GBP_FIXED_ZC_GB_HICP.

GBP vanilla fixed vs UK HICP swap. Both legs are zero-coupon; the fixed rate is compounded.

GBP_FIXED_ZC_GB_RPI

public static final FixedInflationSwapConvention GBP_FIXED_ZC_GB_RPI

GBP vanilla fixed vs UK RPI swap. Both legs are zero-coupon; the fixed rate is compounded.

GBP_FIXED_ZC_GB_RPIX

public static final FixedInflationSwapConvention GBP_FIXED_ZC_GB_RPIX

GBP vanilla fixed vs UK RPIX swap. Both legs are zero-coupon; the fixed rate is compounded.

CHF_FIXED_ZC_CH_CPI

public static final FixedInflationSwapConvention CHF_FIXED_ZC_CH_CPI

CHF vanilla fixed vs Switzerland CPI swap. Both legs are zero-coupon; the fixed rate is compounded.

EUR_FIXED_ZC_EU_AI_CPI

public static final FixedInflationSwapConvention EUR_FIXED_ZC_EU_AI_CPI

Euro vanilla fixed vs Europe CPI swap. Both legs are zero-coupon; the fixed rate is compounded.

EUR_FIXED_ZC_EU_EXT_CPI

public static final FixedInflationSwapConvention EUR_FIXED_ZC_EU_EXT_CPI

Euro vanilla fixed vs Europe (Excluding Tobacco) CPI swap. Both legs are zero-coupon; the fixed rate is compounded.

JPY_FIXED_ZC_JP_CPI

public static final FixedInflationSwapConvention JPY_FIXED_ZC_JP_CPI

JPY vanilla fixed vs Japan (Excluding Fresh Food) CPI swap. Both legs are zero-coupon; the fixed rate is compounded.

USD_FIXED_ZC_US_CPI

public static final FixedInflationSwapConvention USD_FIXED_ZC_US_CPI

USD(NY) vanilla fixed vs US Urban consumers CPI swap. Both legs are zero-coupon; the fixed rate is compounded.

EUR_FIXED_ZC_FR_CPI

public static final FixedInflationSwapConvention EUR_FIXED_ZC_FR_CPI

Euro vanilla fixed vs France CPI swap. Both legs are zero-coupon; the fixed rate is compounded.