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

Packages that use OvernightIborSwapConvention

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

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

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

Modifier and Type	Class and Description
class	ImmutableOvernightIborSwapConvention A market convention for Fixed-Overnight swap trades.

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

Modifier and Type	Field and Description
static OvernightIborSwapConvention	OvernightIborSwapConventions.GBP_SONIA_OIS_1Y_LIBOR_3M The 'GBP-SONIA-OIS-1Y-LIBOR-3M' swap convention.
static OvernightIborSwapConvention	OvernightIborSwapConventions.USD_FED_FUND_AA_LIBOR_3M The 'USD-FED-FUND-AA-LIBOR-3M' swap convention.

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

Modifier and Type	Method and Description
OvernightIborSwapConvention	OvernightIborSwapTemplate.getConvention() Gets the market convention of the swap.
static OvernightIborSwapConvention	OvernightIborSwapConvention.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 OvernightIborSwapConvention

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

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

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