| Package | Description |
|---|---|
| com.opengamma.strata.product.deposit.type |
Conventions and templates to aid the construction of deposits.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableIborFixingDepositConvention
A convention for Ibor fixing deposit trades.
|
| Modifier and Type | Method and Description |
|---|---|
IborFixingDepositConvention |
IborFixingDepositTemplate.getConvention()
Gets the underlying Ibor fixing deposit convention.
|
static IborFixingDepositConvention |
IborFixingDepositConvention.of(IborIndex index)
Obtains a convention based on the specified index.
|
static IborFixingDepositConvention |
IborFixingDepositConvention.of(String uniqueName)
Obtains an instance from the specified unique name.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<IborFixingDepositConvention> |
IborFixingDepositTemplate.Meta.convention()
The meta-property for the
convention property. |
static ExtendedEnum<IborFixingDepositConvention> |
IborFixingDepositConvention.extendedEnum()
Gets the extended enum helper.
|
| Modifier and Type | Method and Description |
|---|---|
IborFixingDepositTemplate.Builder |
IborFixingDepositTemplate.Builder.convention(IborFixingDepositConvention convention)
Sets the underlying Ibor fixing deposit convention.
|
static IborFixingDepositTemplate |
IborFixingDepositTemplate.of(Period depositPeriod,
IborFixingDepositConvention convention)
Obtains a template based on the specified periods and convention.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.