com.opengamma.strata.product.index.type

Class IborFutureContractSpecs

java.lang.Object

com.opengamma.strata.product.index.type.IborFutureContractSpecs

public final class IborFutureContractSpecs
extends Object

Market standard Ibor future conventions.

Field Summary

Fields

Modifier and Type	Field and Description
static IborFutureContractSpec	EUR_EURIBOR_3M_IMM_EUREX The 'EUR-EURIBOR-3M-IMM-EUREX' contract.
static IborFutureContractSpec	EUR_EURIBOR_3M_IMM_ICE The 'EUR-EURIBOR-3M-IMM-ICE' contract.
static IborFutureContractSpec	GBP_LIBOR_3M_IMM_ICE The 'GBP-LIBOR-3M-IMM-ICE' contract.
static IborFutureContractSpec	USD_LIBOR_1M_IMM_CME The 'USD-LIBOR-3M-IMM-CME' contract.
static IborFutureContractSpec	USD_LIBOR_3M_IMM_CME The 'USD-LIBOR-3M-IMM-CME' contract.

Method Summary

Methods inherited from class java.lang.Object

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

Field Detail

GBP_LIBOR_3M_IMM_ICE

public static final IborFutureContractSpec GBP_LIBOR_3M_IMM_ICE

The 'GBP-LIBOR-3M-IMM-ICE' contract.

The ICE "L" contract based on quarterly IMM dates, also known as "FSS".

EUR_EURIBOR_3M_IMM_EUREX

public static final IborFutureContractSpec EUR_EURIBOR_3M_IMM_EUREX

The 'EUR-EURIBOR-3M-IMM-EUREX' contract.

The EUREX contract based on quarterly IMM dates, also known as "FEU3".

EUR_EURIBOR_3M_IMM_ICE

public static final IborFutureContractSpec EUR_EURIBOR_3M_IMM_ICE

The 'EUR-EURIBOR-3M-IMM-ICE' contract.

The ICE "I" contract based on quarterly IMM dates, also known as "FEI".

USD_LIBOR_1M_IMM_CME

public static final IborFutureContractSpec USD_LIBOR_1M_IMM_CME

The 'USD-LIBOR-3M-IMM-CME' contract.

The CME "GLB" contract based on monthly IMM dates.

USD_LIBOR_3M_IMM_CME

public static final IborFutureContractSpec USD_LIBOR_3M_IMM_CME

The 'USD-LIBOR-3M-IMM-CME' contract.

The CME "ED" contract based on quarterly IMM dates.