com.opengamma.strata.product.swap.type

Interface FixedFloatSwapConvention

All Superinterfaces:

Named, SingleCurrencySwapConvention, TradeConvention

All Known Subinterfaces:

FixedIborSwapConvention, FixedOvernightSwapConvention

All Known Implementing Classes:

ImmutableFixedIborSwapConvention, ImmutableFixedOvernightSwapConvention

public interface FixedFloatSwapConvention
extends SingleCurrencySwapConvention

A market convention for Fixed-Float swap trades, covering Ibor and Overnight indices.

This is a marker interface, see FixedIborSwapConvention and FixedOvernightSwapConvention for more information.

Method Summary

Modifier and Type	Method and Description
FixedRateSwapLegConvention	getFixedLeg() Gets the market convention of the fixed leg.
FloatRateSwapLegConvention	getFloatingLeg() Gets the market convention of the floating leg.
String	getName() Gets the name that uniquely identifies this convention.
static FixedFloatSwapConvention	of(String uniqueName) Obtains an instance from the specified unique name.
FixedFloatSwapTemplate	toTemplate(Tenor tenor) Obtains a template based on the specified tenor.

Methods inherited from interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention

calculateSpotDateFromTradeDate, createTrade, createTrade, getSpotDateOffset, toTrade, toTrade

Methods inherited from interface com.opengamma.strata.collect.named.Named

of

Method Detail

of

static FixedFloatSwapConvention of(String uniqueName)

Obtains an instance from the specified unique name.

Specified by:

of in interface SingleCurrencySwapConvention

Parameters:

uniqueName - the unique name

Returns:

the convention

Throws:

IllegalArgumentException - if the name is not known

getName

String getName()

Gets the name that uniquely identifies this convention.

This name is used in serialization and can be parsed using of(String).

Specified by:

getName in interface Named

Specified by:

getName in interface SingleCurrencySwapConvention

Returns:

the unique name

getFixedLeg

FixedRateSwapLegConvention getFixedLeg()

Gets the market convention of the fixed leg.

Returns:

the fixed leg convention

getFloatingLeg

FloatRateSwapLegConvention getFloatingLeg()

Gets the market convention of the floating leg.

Returns:

the floating leg convention

toTemplate

FixedFloatSwapTemplate toTemplate(Tenor tenor)

Obtains a template based on the specified tenor.

The swap will start on the spot date.

Parameters:

tenor - the tenor of the swap

Returns:

the template