| Package | Description |
|---|---|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableFixedInflationSwapConvention
A market convention for Fixed-Inflation swap trades.
|
| Modifier and Type | Field and Description |
|---|---|
static FixedInflationSwapConvention |
FixedInflationSwapConventions.CHF_FIXED_ZC_CH_CPI
CHF vanilla fixed vs Switzerland CPI swap.
|
static FixedInflationSwapConvention |
FixedInflationSwapConventions.EUR_FIXED_ZC_EU_AI_CPI
Euro vanilla fixed vs Europe CPI swap.
|
static FixedInflationSwapConvention |
FixedInflationSwapConventions.EUR_FIXED_ZC_EU_EXT_CPI
Euro vanilla fixed vs Europe (Excluding Tobacco) CPI swap.
|
static FixedInflationSwapConvention |
FixedInflationSwapConventions.EUR_FIXED_ZC_FR_CPI
Euro vanilla fixed vs France CPI swap.
|
static FixedInflationSwapConvention |
FixedInflationSwapConventions.GBP_FIXED_ZC_GB_HCIP
Deprecated.
|
static FixedInflationSwapConvention |
FixedInflationSwapConventions.GBP_FIXED_ZC_GB_HICP
GBP vanilla fixed vs UK HICP swap.
|
static FixedInflationSwapConvention |
FixedInflationSwapConventions.GBP_FIXED_ZC_GB_RPI
GBP vanilla fixed vs UK RPI swap.
|
static FixedInflationSwapConvention |
FixedInflationSwapConventions.GBP_FIXED_ZC_GB_RPIX
GBP vanilla fixed vs UK RPIX swap.
|
static FixedInflationSwapConvention |
FixedInflationSwapConventions.JPY_FIXED_ZC_JP_CPI
JPY vanilla fixed vs Japan (Excluding Fresh Food) CPI swap.
|
static FixedInflationSwapConvention |
FixedInflationSwapConventions.USD_FIXED_ZC_US_CPI
USD(NY) vanilla fixed vs US Urban consumers CPI swap.
|
| Modifier and Type | Method and Description |
|---|---|
FixedInflationSwapConvention |
FixedInflationSwapTemplate.getConvention()
Gets the market convention of the swap.
|
static FixedInflationSwapConvention |
FixedInflationSwapConvention.of(String uniqueName)
Obtains an instance from the specified unique name.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<FixedInflationSwapConvention> |
FixedInflationSwapTemplate.Meta.convention()
The meta-property for the
convention property. |
static ExtendedEnum<FixedInflationSwapConvention> |
FixedInflationSwapConvention.extendedEnum()
Gets the extended enum helper.
|
| Modifier and Type | Method and Description |
|---|---|
FixedInflationSwapTemplate.Builder |
FixedInflationSwapTemplate.Builder.convention(FixedInflationSwapConvention convention)
Sets the market convention of the swap.
|
static FixedInflationSwapTemplate |
FixedInflationSwapTemplate.of(Tenor tenor,
FixedInflationSwapConvention convention)
Creates a template based on the specified tenor and convention.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.