| Package | Description |
|---|---|
| com.opengamma.strata.product.deposit.type |
Conventions and templates to aid the construction of deposits.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableTermDepositConvention
A market convention for term deposit trades.
|
| Modifier and Type | Field and Description |
|---|---|
static TermDepositConvention |
TermDepositConventions.CHF_DEPOSIT_T2
The 'CHF-Deposit-T2' term deposit convention with T+2 settlement date.
|
static TermDepositConvention |
TermDepositConventions.CHF_SHORT_DEPOSIT_T0
The 'CHF-ShortDeposit-T0' term deposit convention with T+0 settlement date.
|
static TermDepositConvention |
TermDepositConventions.CHF_SHORT_DEPOSIT_T1
The 'CHF-ShortDeposit-T1' term deposit convention with T+1 settlement date
This has the following business day convention and is typically used for T/N.
|
static TermDepositConvention |
TermDepositConventions.CHF_SHORT_DEPOSIT_T2
The 'CHF-ShortDeposit-T2' term deposit convention with T+2 settlement date
This has the following business day convention and is typically used for deposits up to one month.
|
static TermDepositConvention |
TermDepositConventions.EUR_DEPOSIT_T2
The 'EUR-Deposit-T2' term deposit convention with T+2 settlement date.
|
static TermDepositConvention |
TermDepositConventions.EUR_SHORT_DEPOSIT_T0
The 'EUR-ShortDeposit-T0' term deposit convention with T+0 settlement date.
|
static TermDepositConvention |
TermDepositConventions.EUR_SHORT_DEPOSIT_T1
The 'EUR-ShortDeposit-T1' term deposit convention with T+1 settlement date
This has the following business day convention and is typically used for T/N.
|
static TermDepositConvention |
TermDepositConventions.EUR_SHORT_DEPOSIT_T2
The 'EUR-ShortDeposit-T2' term deposit convention with T+2 settlement date
This has the following business day convention and is typically used for deposits up to one month.
|
static TermDepositConvention |
TermDepositConventions.GBP_DEPOSIT_T0
The 'GBP-Deposit-T0' term deposit convention with T+0 settlement date.
|
static TermDepositConvention |
TermDepositConventions.GBP_SHORT_DEPOSIT_T0
The 'GBP-ShortDeposit-T0' term deposit convention with T+0 settlement date.
|
static TermDepositConvention |
TermDepositConventions.GBP_SHORT_DEPOSIT_T1
The 'GBP-ShortDeposit-T1' term deposit convention with T+1 settlement date.
|
static TermDepositConvention |
TermDepositConventions.USD_DEPOSIT_T2
The 'USD-Deposit-T2' term deposit convention with T+2 settlement date.
|
static TermDepositConvention |
TermDepositConventions.USD_SHORT_DEPOSIT_T0
The 'USD-ShortDeposit-T0' term deposit convention with T+0 settlement date.
|
static TermDepositConvention |
TermDepositConventions.USD_SHORT_DEPOSIT_T1
The 'USD-ShortDeposit-T1' term deposit convention with T+1 settlement date
This has the following business day convention and is typically used for T/N.
|
static TermDepositConvention |
TermDepositConventions.USD_SHORT_DEPOSIT_T2
The 'USD-ShortDeposit-T2' term deposit convention with T+2 settlement date
This has the following business day convention and is typically used for deposits up to one month.
|
| Modifier and Type | Method and Description |
|---|---|
TermDepositConvention |
TermDepositTemplate.getConvention()
Gets the underlying term deposit convention.
|
static TermDepositConvention |
TermDepositConvention.of(String uniqueName)
Obtains an instance from the specified unique name.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TermDepositConvention> |
TermDepositTemplate.Meta.convention()
The meta-property for the
convention property. |
static ExtendedEnum<TermDepositConvention> |
TermDepositConvention.extendedEnum()
Gets the extended enum helper.
|
| Modifier and Type | Method and Description |
|---|---|
TermDepositTemplate.Builder |
TermDepositTemplate.Builder.convention(TermDepositConvention convention)
Sets the underlying term deposit convention.
|
static TermDepositTemplate |
TermDepositTemplate.of(Period depositPeriod,
TermDepositConvention convention)
Obtains a template based on the specified period and convention.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.