| Package | Description |
|---|---|
| com.opengamma.strata.product.fx.type |
Conventions and templates to aid the construction of foreign exchange products.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableFxSwapConvention |
ImmutableFxSwapConvention.Builder.build() |
static ImmutableFxSwapConvention |
ImmutableFxSwapConvention.of(CurrencyPair currencyPair,
DaysAdjustment spotDateOffset)
Obtains a convention based on the specified currency pair and spot date offset.
|
static ImmutableFxSwapConvention |
ImmutableFxSwapConvention.of(CurrencyPair currencyPair,
DaysAdjustment spotDateOffset,
BusinessDayAdjustment businessDayAdjustment)
Obtains a convention based on the specified currency pair, spot date offset and adjustment.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ImmutableFxSwapConvention> |
ImmutableFxSwapConvention.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.