IborIborSwapConventions (OpenGamma Strata Product)

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

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

Field Summary

Fields
Modifier and Type	Field and Description
`static IborIborSwapConvention`	`JPY_LIBOR_1M_LIBOR_6M` The 'JPY-LIBOR-1M-LIBOR-6M' swap convention.
`static IborIborSwapConvention`	`JPY_LIBOR_3M_LIBOR_6M` The 'JPY-LIBOR-3M-LIBOR-6M' swap convention.
`static IborIborSwapConvention`	`JPY_LIBOR_6M_TIBOR_EUROYEN_6M` The 'JPY-LIBOR-6M-TIBOR-EUROYEN-6M' swap convention.
`static IborIborSwapConvention`	`JPY_LIBOR_6M_TIBOR_JAPAN_6M` The 'JPY-LIBOR-6M-TIBOR-JAPAN-6M' swap convention.
`static IborIborSwapConvention`	`JPY_TIBOR_EUROYEN_1M_TIBOR_EUROYEN_6M` The 'JPY-TIBOR-EUROYEN-1M-TIBOR-EUROYEN-6M' swap convention.
`static IborIborSwapConvention`	`JPY_TIBOR_EUROYEN_3M_TIBOR_EUROYEN_6M` The 'JPY-TIBOR-EUROYEN-3M-TIBOR-EUROYEN-6M' swap convention.
`static IborIborSwapConvention`	`JPY_TIBOR_JAPAN_1M_TIBOR_JAPAN_6M` The 'JPY-TIBORJ-1M-TIBOR-JAPAN-6M' swap convention.
`static IborIborSwapConvention`	`JPY_TIBOR_JAPAN_3M_TIBOR_JAPAN_6M` The 'JPY-TIBOR-JAPAN-3M-TIBOR-JAPAN-6M' swap convention.
`static IborIborSwapConvention`	`USD_LIBOR_1M_LIBOR_3M` The 'USD-LIBOR-1M-LIBOR-3M' swap convention.
`static IborIborSwapConvention`	`USD_LIBOR_3M_LIBOR_6M` The 'USD-LIBOR-3M-LIBOR-6M' 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_LIBOR_3M_LIBOR_6M
```
public static final IborIborSwapConvention USD_LIBOR_3M_LIBOR_6M
```
    The 'USD-LIBOR-3M-LIBOR-6M' swap convention.
    USD standard LIBOR 3M vs LIBOR 6M swap. The LIBOR 3M leg pays semi-annually with 'Flat' compounding method.
  - USD_LIBOR_1M_LIBOR_3M
```
public static final IborIborSwapConvention USD_LIBOR_1M_LIBOR_3M
```
    The 'USD-LIBOR-1M-LIBOR-3M' swap convention.
    USD standard LIBOR 1M vs LIBOR 3M swap. The LIBOR 1M leg pays quarterly with 'Flat' compounding method.
  - JPY_LIBOR_1M_LIBOR_6M
```
public static final IborIborSwapConvention JPY_LIBOR_1M_LIBOR_6M
```
    The 'JPY-LIBOR-1M-LIBOR-6M' swap convention.
    JPY standard LIBOR 1M vs LIBOR 6M swap. The LIBOR 1M leg pays monthly, the LIBOR 6M leg pays semi-annually.
  - JPY_LIBOR_3M_LIBOR_6M
```
public static final IborIborSwapConvention JPY_LIBOR_3M_LIBOR_6M
```
    The 'JPY-LIBOR-3M-LIBOR-6M' swap convention.
    JPY standard LIBOR 3M vs LIBOR 6M swap. The LIBOR 3M leg pays quarterly, the LIBOR 6M leg pays semi-annually.
  - JPY_LIBOR_6M_TIBOR_JAPAN_6M
```
public static final IborIborSwapConvention JPY_LIBOR_6M_TIBOR_JAPAN_6M
```
    The 'JPY-LIBOR-6M-TIBOR-JAPAN-6M' swap convention.
    JPY standard LIBOR 6M vs TIBOR JAPAN 6M swap. The two legs pay semi-annually.
  - JPY_LIBOR_6M_TIBOR_EUROYEN_6M
```
public static final IborIborSwapConvention JPY_LIBOR_6M_TIBOR_EUROYEN_6M
```
    The 'JPY-LIBOR-6M-TIBOR-EUROYEN-6M' swap convention.
    JPY standard LIBOR 6M vs TIBOR EUROYEN 6M swap. The two legs pay semi-annually.
  - JPY_TIBOR_JAPAN_1M_TIBOR_JAPAN_6M
```
public static final IborIborSwapConvention JPY_TIBOR_JAPAN_1M_TIBOR_JAPAN_6M
```
    The 'JPY-TIBORJ-1M-TIBOR-JAPAN-6M' swap convention.
    JPY standard TIBOR JAPAN 1M vs TIBOR JAPAN 6M swap. The TIBOR 1M leg pays monthly, the TIBOR 6M leg pays semi-annually.
  - JPY_TIBOR_JAPAN_3M_TIBOR_JAPAN_6M
```
public static final IborIborSwapConvention JPY_TIBOR_JAPAN_3M_TIBOR_JAPAN_6M
```
    The 'JPY-TIBOR-JAPAN-3M-TIBOR-JAPAN-6M' swap convention.
    JPY standard TIBOR JAPAN 3M vs TIBOR JAPAN 6M swap. The TIBOR 3M leg pays quarterly, the TIBOR 6M leg pays semi-annually.
  - JPY_TIBOR_EUROYEN_1M_TIBOR_EUROYEN_6M
```
public static final IborIborSwapConvention JPY_TIBOR_EUROYEN_1M_TIBOR_EUROYEN_6M
```
    The 'JPY-TIBOR-EUROYEN-1M-TIBOR-EUROYEN-6M' swap convention.
    JPY standard TIBOR EUROYEN 1M vs TIBOR EUROYEN 6M swap. The TIBOR 1M leg pays monthly, the TIBOR 6M leg pays semi-annually.
  - JPY_TIBOR_EUROYEN_3M_TIBOR_EUROYEN_6M
```
public static final IborIborSwapConvention JPY_TIBOR_EUROYEN_3M_TIBOR_EUROYEN_6M
```
    The 'JPY-TIBOR-EUROYEN-3M-TIBOR-EUROYEN-6M' swap convention.
    JPY standard TIBOR EUROYEN 3M vs TIBOR EUROYEN 6M swap. The TIBOR 3M leg pays quarterly, the TIBOR 6M leg pays semi-annually.

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

Class IborIborSwapConventions

Field Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

USD_LIBOR_3M_LIBOR_6M

USD_LIBOR_1M_LIBOR_3M

JPY_LIBOR_1M_LIBOR_6M

JPY_LIBOR_3M_LIBOR_6M

JPY_LIBOR_6M_TIBOR_JAPAN_6M

JPY_LIBOR_6M_TIBOR_EUROYEN_6M

JPY_TIBOR_JAPAN_1M_TIBOR_JAPAN_6M

JPY_TIBOR_JAPAN_3M_TIBOR_JAPAN_6M

JPY_TIBOR_EUROYEN_1M_TIBOR_EUROYEN_6M

JPY_TIBOR_EUROYEN_3M_TIBOR_EUROYEN_6M