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

Packages that use FloatRateSwapLegConvention

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

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

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

Modifier and Type	Class and Description
class	IborRateSwapLegConvention A market convention for the floating leg of rate swap trades based on an Ibor index.
class	OvernightRateSwapLegConvention A market convention for the floating leg of rate swap trades based on an Overnight index.

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

Modifier and Type	Method and Description
FloatRateSwapLegConvention	FixedFloatSwapConvention.getFloatingLeg() Gets the market convention of the floating leg.