Uses of Interface
com.opengamma.strata.product.swap.type.IborIborSwapConvention

Packages that use IborIborSwapConvention

Package	Description
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.

Uses of IborIborSwapConvention in com.opengamma.strata.product.swap.type

Classes in com.opengamma.strata.product.swap.type that implement IborIborSwapConvention

Modifier and Type	Class and Description
class	ImmutableIborIborSwapConvention A market convention for Ibor-Ibor swap trades.

Fields in com.opengamma.strata.product.swap.type declared as IborIborSwapConvention

Modifier and Type	Field and Description
static IborIborSwapConvention	IborIborSwapConventions.JPY_LIBOR_1M_LIBOR_6M The 'JPY-LIBOR-1M-LIBOR-6M' swap convention.
static IborIborSwapConvention	IborIborSwapConventions.JPY_LIBOR_3M_LIBOR_6M The 'JPY-LIBOR-3M-LIBOR-6M' swap convention.
static IborIborSwapConvention	IborIborSwapConventions.JPY_LIBOR_6M_TIBOR_EUROYEN_6M The 'JPY-LIBOR-6M-TIBOR-EUROYEN-6M' swap convention.
static IborIborSwapConvention	IborIborSwapConventions.JPY_LIBOR_6M_TIBOR_JAPAN_6M The 'JPY-LIBOR-6M-TIBOR-JAPAN-6M' swap convention.
static IborIborSwapConvention	IborIborSwapConventions.JPY_TIBOR_EUROYEN_1M_TIBOR_EUROYEN_6M The 'JPY-TIBOR-EUROYEN-1M-TIBOR-EUROYEN-6M' swap convention.
static IborIborSwapConvention	IborIborSwapConventions.JPY_TIBOR_EUROYEN_3M_TIBOR_EUROYEN_6M The 'JPY-TIBOR-EUROYEN-3M-TIBOR-EUROYEN-6M' swap convention.
static IborIborSwapConvention	IborIborSwapConventions.JPY_TIBOR_JAPAN_1M_TIBOR_JAPAN_6M The 'JPY-TIBORJ-1M-TIBOR-JAPAN-6M' swap convention.
static IborIborSwapConvention	IborIborSwapConventions.JPY_TIBOR_JAPAN_3M_TIBOR_JAPAN_6M The 'JPY-TIBOR-JAPAN-3M-TIBOR-JAPAN-6M' swap convention.
static IborIborSwapConvention	IborIborSwapConventions.USD_LIBOR_1M_LIBOR_3M The 'USD-LIBOR-1M-LIBOR-3M' swap convention.
static IborIborSwapConvention	IborIborSwapConventions.USD_LIBOR_3M_LIBOR_6M The 'USD-LIBOR-3M-LIBOR-6M' swap convention.

Methods in com.opengamma.strata.product.swap.type that return IborIborSwapConvention

Modifier and Type	Method and Description
IborIborSwapConvention	IborIborSwapTemplate.getConvention() Gets the market convention of the swap.
static IborIborSwapConvention	IborIborSwapConvention.of(String uniqueName) Obtains an instance from the specified unique name.

Methods in com.opengamma.strata.product.swap.type that return types with arguments of type IborIborSwapConvention

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<IborIborSwapConvention>	IborIborSwapTemplate.Meta.convention() The meta-property for the convention property.
static ExtendedEnum<IborIborSwapConvention>	IborIborSwapConvention.extendedEnum() Gets the extended enum helper.

Methods in com.opengamma.strata.product.swap.type with parameters of type IborIborSwapConvention

Modifier and Type	Method and Description
IborIborSwapTemplate.Builder	IborIborSwapTemplate.Builder.convention(IborIborSwapConvention convention) Sets the market convention of the swap.
static IborIborSwapTemplate	IborIborSwapTemplate.of(Period periodToStart, Tenor tenor, IborIborSwapConvention convention) Obtains a template based on the specified period, tenor and convention.
static IborIborSwapTemplate	IborIborSwapTemplate.of(Tenor tenor, IborIborSwapConvention convention) Obtains a template based on the specified tenor and convention.