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

Packages that use XCcyOvernightOvernightSwapConvention

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

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

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

Modifier and Type	Class and Description
class	ImmutableXCcyOvernightOvernightSwapConvention A market convention for cross-currency overnight-overnight swap trades.

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

Modifier and Type	Field and Description
static XCcyOvernightOvernightSwapConvention	XCcyOvernightOvernightSwapConventions.EUR_ESTR_3M_USD_SOFR_3M The 'EUR-ESTR-3M-USD-SOFR-3M' swap convention.
static XCcyOvernightOvernightSwapConvention	XCcyOvernightOvernightSwapConventions.GBP_SONIA_3M_EUR_ESTR_3M The 'GBP-SONIA-3M-EUR-ESTR-3M' swap convention.
static XCcyOvernightOvernightSwapConvention	XCcyOvernightOvernightSwapConventions.GBP_SONIA_3M_USD_SOFR_3M The 'GBP-SONIA-3M-USD-SOFR-3M' swap convention.
static XCcyOvernightOvernightSwapConvention	XCcyOvernightOvernightSwapConventions.JPY_TONA_3M_USD_SOFR_3M The 'JPY-TONA-3M-USD-SOFR-3M' swap convention.

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

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

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

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

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