FixedOvernightSwapConventions (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

```
public final class FixedOvernightSwapConventions
extends Object
```
Market standard Fixed-Overnight swap conventions.
https://quant.opengamma.io/Interest-Rate-Instruments-and-Market-Conventions.pdf

Field Summary

Fields
Modifier and Type	Field and Description
`static FixedOvernightSwapConvention`	`CHF_FIXED_1Y_SARON_OIS` The 'CHF-FIXED-1Y-SARON-OIS' swap convention.
`static FixedOvernightSwapConvention`	`CHF_FIXED_TERM_SARON_OIS` The 'CHF-FIXED-TERM-SARON-OIS' swap convention.
`static FixedOvernightSwapConvention`	`EUR_FIXED_1Y_EONIA_OIS` The 'EUR-FIXED-1Y-EONIA-OIS' swap convention.
`static FixedOvernightSwapConvention`	`EUR_FIXED_1Y_ESTR_OIS` The 'EUR-FIXED-1Y-ESTR-OIS' swap convention.
`static FixedOvernightSwapConvention`	`EUR_FIXED_TERM_EONIA_OIS` The 'EUR-FIXED-TERM-EONIA-OIS' swap convention.
`static FixedOvernightSwapConvention`	`EUR_FIXED_TERM_ESTR_OIS` The 'EUR-FIXED-TERM-ESTR-OIS' swap convention.
`static FixedOvernightSwapConvention`	`GBP_FIXED_1Y_SONIA_OIS` The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.
`static FixedOvernightSwapConvention`	`GBP_FIXED_TERM_SONIA_OIS` The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.
`static FixedOvernightSwapConvention`	`JPY_FIXED_1Y_TONAR_OIS` The 'JPY-FIXED-1Y-TONAR-OIS' swap convention.
`static FixedOvernightSwapConvention`	`JPY_FIXED_TERM_TONAR_OIS` The 'JPY_FIXED_TERM_TONAR-OIS' swap convention.
`static FixedOvernightSwapConvention`	`USD_FIXED_1Y_FED_FUND_OIS` The 'USD-FIXED-1Y-FED-FUND-OIS' swap convention.
`static FixedOvernightSwapConvention`	`USD_FIXED_1Y_SOFR_OIS` The 'USD-FIXED-1Y-SOFR-OIS' swap convention.
`static FixedOvernightSwapConvention`	`USD_FIXED_TERM_FED_FUND_OIS` The 'USD-FIXED-TERM-FED-FUND-OIS' swap convention.
`static FixedOvernightSwapConvention`	`USD_FIXED_TERM_SOFR_OIS` The 'USD-FIXED-TERM-SOFR-OIS' swap convention.

Method Summary
- Methods inherited from class java.lang.Object
  clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - USD_FIXED_TERM_FED_FUND_OIS
```
public static final FixedOvernightSwapConvention USD_FIXED_TERM_FED_FUND_OIS
```
    The 'USD-FIXED-TERM-FED-FUND-OIS' swap convention.
    USD fixed vs Fed Fund OIS swap for terms less than or equal to one year. Both legs pay once at the end and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - USD_FIXED_1Y_FED_FUND_OIS
```
public static final FixedOvernightSwapConvention USD_FIXED_1Y_FED_FUND_OIS
```
    The 'USD-FIXED-1Y-FED-FUND-OIS' swap convention.
    USD fixed vs Fed Fund OIS swap for terms greater than one year. Both legs pay annually and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - USD_FIXED_TERM_SOFR_OIS
```
public static final FixedOvernightSwapConvention USD_FIXED_TERM_SOFR_OIS
```
    The 'USD-FIXED-TERM-SOFR-OIS' swap convention.
    USD fixed vs SOFR OIS swap for terms less than or equal to one year. Both legs pay annually and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - USD_FIXED_1Y_SOFR_OIS
```
public static final FixedOvernightSwapConvention USD_FIXED_1Y_SOFR_OIS
```
    The 'USD-FIXED-1Y-SOFR-OIS' swap convention.
    USD fixed vs SOFR OIS swap for terms greater than one year. Both legs pay annually and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - CHF_FIXED_TERM_SARON_OIS
```
public static final FixedOvernightSwapConvention CHF_FIXED_TERM_SARON_OIS
```
    The 'CHF-FIXED-TERM-SARON-OIS' swap convention.
    CHF fixed vs SARON OIS swap for terms less than or equal to one year. Both legs pay annually and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - CHF_FIXED_1Y_SARON_OIS
```
public static final FixedOvernightSwapConvention CHF_FIXED_1Y_SARON_OIS
```
    The 'CHF-FIXED-1Y-SARON-OIS' swap convention.
    CHF fixed vs SARON OIS swap for terms greater than one year. Both legs pay annually and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - EUR_FIXED_TERM_EONIA_OIS
```
public static final FixedOvernightSwapConvention EUR_FIXED_TERM_EONIA_OIS
```
    The 'EUR-FIXED-TERM-EONIA-OIS' swap convention.
    EUR fixed vs EONIA OIS swap for terms less than or equal to one year. Both legs pay once at the end and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 1 day.
  - EUR_FIXED_1Y_EONIA_OIS
```
public static final FixedOvernightSwapConvention EUR_FIXED_1Y_EONIA_OIS
```
    The 'EUR-FIXED-1Y-EONIA-OIS' swap convention.
    EUR fixed vs EONIA OIS swap for terms greater than one year. Both legs pay annually and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 1 day.
  - EUR_FIXED_TERM_ESTR_OIS
```
public static final FixedOvernightSwapConvention EUR_FIXED_TERM_ESTR_OIS
```
    The 'EUR-FIXED-TERM-ESTR-OIS' swap convention.
    EUR fixed vs ESTR OIS swap for terms less than or equal to one year. Both legs pay once at the end and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - EUR_FIXED_1Y_ESTR_OIS
```
public static final FixedOvernightSwapConvention EUR_FIXED_1Y_ESTR_OIS
```
    The 'EUR-FIXED-1Y-ESTR-OIS' swap convention.
    EUR fixed vs ESTR OIS swap for terms greater than one year. Both legs pay annually and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - GBP_FIXED_TERM_SONIA_OIS
```
public static final FixedOvernightSwapConvention GBP_FIXED_TERM_SONIA_OIS
```
    The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.
    GBP fixed vs SONIA OIS swap for terms less than or equal to one year. Both legs pay once at the end and use day count 'Act/365F'. The spot date offset is 0 days and there is no payment date offset.
  - GBP_FIXED_1Y_SONIA_OIS
```
public static final FixedOvernightSwapConvention GBP_FIXED_1Y_SONIA_OIS
```
    The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.
    GBP fixed vs SONIA OIS swap for terms greater than one year. Both legs pay annually and use day count 'Act/365F'. The spot date offset is 0 days and there is no payment date offset.
  - JPY_FIXED_TERM_TONAR_OIS
```
public static final FixedOvernightSwapConvention JPY_FIXED_TERM_TONAR_OIS
```
    The 'JPY_FIXED_TERM_TONAR-OIS' swap convention.
    JPY fixed vs TONAR OIS swap for terms less than or equal to one year. Both legs pay once at the end and use day count 'Act/365F'. The spot date offset is 2 days and the payment date offset is 2 days.
  - JPY_FIXED_1Y_TONAR_OIS
```
public static final FixedOvernightSwapConvention JPY_FIXED_1Y_TONAR_OIS
```
    The 'JPY-FIXED-1Y-TONAR-OIS' swap convention.
    JPY fixed vs TONAR OIS swap for terms greater than one year. Both legs pay annually and use day count 'Act/365F'. The spot date offset is 2 days and the payment date offset is 2 days.

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class FixedOvernightSwapConventions

Field Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

USD_FIXED_TERM_FED_FUND_OIS

USD_FIXED_1Y_FED_FUND_OIS

USD_FIXED_TERM_SOFR_OIS

USD_FIXED_1Y_SOFR_OIS

CHF_FIXED_TERM_SARON_OIS

CHF_FIXED_1Y_SARON_OIS

EUR_FIXED_TERM_EONIA_OIS

EUR_FIXED_1Y_EONIA_OIS

EUR_FIXED_TERM_ESTR_OIS

EUR_FIXED_1Y_ESTR_OIS

GBP_FIXED_TERM_SONIA_OIS

GBP_FIXED_1Y_SONIA_OIS

JPY_FIXED_TERM_TONAR_OIS

JPY_FIXED_1Y_TONAR_OIS