| Package | Description |
|---|---|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
FixedIborSwapConvention
A market convention for Fixed-Ibor swap trades.
|
interface |
FixedOvernightSwapConvention
A market convention for Fixed-Overnight swap trades.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableFixedIborSwapConvention
A market convention for Fixed-Ibor swap trades.
|
class |
ImmutableFixedOvernightSwapConvention
A market convention for Fixed-Overnight swap trades.
|
| Modifier and Type | Method and Description |
|---|---|
FixedFloatSwapConvention |
FixedFloatSwapTemplate.getConvention()
The market convention of the associated swap.
|
static FixedFloatSwapConvention |
FixedFloatSwapConvention.of(String uniqueName)
Obtains an instance from the specified unique name.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.