com.opengamma.strata.product.fx.type

Class FxSwapConventions

java.lang.Object

com.opengamma.strata.product.fx.type.FxSwapConventions

public final class FxSwapConventions
extends Object

Market standard FX swap conventions.

Field Summary

Fields

Modifier and Type	Field and Description
static FxSwapConvention	EUR_GBP The "EUR/GBP" FX Swap convention.
static FxSwapConvention	EUR_JPY The "EUR/JPY" FX Swap convention.
static FxSwapConvention	EUR_USD The "EUR/USD" FX Swap convention.
static FxSwapConvention	GBP_JPY The "GBP/JPY" FX Swap convention.
static FxSwapConvention	GBP_USD The "GBP/USD" FX Swap convention.
static FxSwapConvention	USD_JPY The "USD/JPY" FX Swap convention.

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

EUR_USD

public static final FxSwapConvention EUR_USD

The "EUR/USD" FX Swap convention.

EUR/USD convention with 2 days spot date.

EUR_GBP

public static final FxSwapConvention EUR_GBP

The "EUR/GBP" FX Swap convention.

EUR/GBP convention with 2 days spot date.

EUR_JPY

public static final FxSwapConvention EUR_JPY

The "EUR/JPY" FX Swap convention.

EUR/JPY convention with 2 days spot date.

GBP_USD

public static final FxSwapConvention GBP_USD

The "GBP/USD" FX Swap convention.

GBP/USD convention with 2 days spot date.

GBP_JPY

public static final FxSwapConvention GBP_JPY

The "GBP/JPY" FX Swap convention.

GBP/JPY convention with 2 days spot date.

USD_JPY

public static final FxSwapConvention USD_JPY

The "USD/JPY" FX Swap convention.

USD/JPY convention with 2 days spot date.