Uses of Interface
com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Packages that use FixedIborSwapConvention

Package	Description
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.

Uses of FixedIborSwapConvention in com.opengamma.strata.product.swap.type

Classes in com.opengamma.strata.product.swap.type that implement FixedIborSwapConvention

Modifier and Type	Class and Description
class	ImmutableFixedIborSwapConvention A market convention for Fixed-Ibor swap trades.

Fields in com.opengamma.strata.product.swap.type declared as FixedIborSwapConvention

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

Methods in com.opengamma.strata.product.swap.type that return FixedIborSwapConvention

Modifier and Type	Method and Description
FixedIborSwapConvention	FixedIborSwapTemplate.getConvention() Gets the market convention of the swap.
static FixedIborSwapConvention	FixedIborSwapConvention.of(String uniqueName) Obtains an instance from the specified unique name.

Methods in com.opengamma.strata.product.swap.type that return types with arguments of type FixedIborSwapConvention

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<FixedIborSwapConvention>	FixedIborSwapTemplate.Meta.convention() The meta-property for the convention property.
static ExtendedEnum<FixedIborSwapConvention>	FixedIborSwapConvention.extendedEnum() Gets the extended enum helper.

Methods in com.opengamma.strata.product.swap.type with parameters of type FixedIborSwapConvention

Modifier and Type	Method and Description
FixedIborSwapTemplate.Builder	FixedIborSwapTemplate.Builder.convention(FixedIborSwapConvention convention) Sets the market convention of the swap.
static FixedIborSwapTemplate	FixedIborSwapTemplate.of(Period periodToStart, Tenor tenor, FixedIborSwapConvention convention) Creates a template based on the specified period, tenor and convention.
static FixedIborSwapTemplate	FixedIborSwapTemplate.of(Tenor tenor, FixedIborSwapConvention convention) Obtains a template based on the specified tenor and convention.