Uses of Class
com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Packages that use IborRateSwapLegConvention

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

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

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

Modifier and Type	Method and Description
IborRateSwapLegConvention	IborRateSwapLegConvention.Builder.build()
IborRateSwapLegConvention	ThreeLegBasisSwapConvention.getFlatFloatingLeg() Gets the market convention of the floating leg that does not have the spread applied.
IborRateSwapLegConvention	ImmutableThreeLegBasisSwapConvention.getFlatFloatingLeg() Gets the market convention of the floating leg that does not have the spread applied.
IborRateSwapLegConvention	XCcyIborIborSwapConvention.getFlatLeg() Gets the market convention of the floating leg that does not have the spread applied.
IborRateSwapLegConvention	ImmutableXCcyIborIborSwapConvention.getFlatLeg() Gets the market convention of the floating leg that does not have the spread applied.
IborRateSwapLegConvention	ImmutableIborIborSwapConvention.getFlatLeg() Gets the market convention of the floating leg that does not have the spread applied.
IborRateSwapLegConvention	IborIborSwapConvention.getFlatLeg() Gets the market convention of the floating leg that does not have the spread applied.
IborRateSwapLegConvention	FixedIborSwapConvention.getFloatingLeg() Gets the market convention of the floating leg.
IborRateSwapLegConvention	ImmutableFixedIborSwapConvention.getFloatingLeg() Gets the market convention of the floating leg.
IborRateSwapLegConvention	OvernightIborSwapConvention.getIborLeg() Gets the market convention of the Ibor leg.
IborRateSwapLegConvention	ImmutableOvernightIborSwapConvention.getIborLeg() Gets the market convention of the floating leg.
IborRateSwapLegConvention	ThreeLegBasisSwapConvention.getSpreadFloatingLeg() Gets the market convention of the floating leg to which the spread leg is added.
IborRateSwapLegConvention	ImmutableThreeLegBasisSwapConvention.getSpreadFloatingLeg() Gets the market convention of the floating leg to which the spread leg is added.
IborRateSwapLegConvention	XCcyIborIborSwapConvention.getSpreadLeg() Gets the market convention of the floating leg that has the spread applied.
IborRateSwapLegConvention	ImmutableXCcyIborIborSwapConvention.getSpreadLeg() Gets the market convention of the floating leg that has the spread applied.
IborRateSwapLegConvention	ImmutableIborIborSwapConvention.getSpreadLeg() Gets the market convention of the floating leg that has the spread applied.
IborRateSwapLegConvention	IborIborSwapConvention.getSpreadLeg() Gets the market convention of the floating leg that has the spread applied.
static IborRateSwapLegConvention	IborRateSwapLegConvention.of(IborIndex index) Obtains a convention based on the specified index.

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

Modifier and Type	Method and Description
Class<? extends IborRateSwapLegConvention>	IborRateSwapLegConvention.Meta.beanType()
org.joda.beans.MetaProperty<IborRateSwapLegConvention>	ImmutableThreeLegBasisSwapConvention.Meta.flatFloatingLeg() The meta-property for the flatFloatingLeg property.
org.joda.beans.MetaProperty<IborRateSwapLegConvention>	ImmutableXCcyIborIborSwapConvention.Meta.flatLeg() The meta-property for the flatLeg property.
org.joda.beans.MetaProperty<IborRateSwapLegConvention>	ImmutableIborIborSwapConvention.Meta.flatLeg() The meta-property for the flatLeg property.
org.joda.beans.MetaProperty<IborRateSwapLegConvention>	ImmutableFixedIborSwapConvention.Meta.floatingLeg() The meta-property for the floatingLeg property.
org.joda.beans.MetaProperty<IborRateSwapLegConvention>	ImmutableOvernightIborSwapConvention.Meta.iborLeg() The meta-property for the iborLeg property.
org.joda.beans.MetaProperty<IborRateSwapLegConvention>	ImmutableThreeLegBasisSwapConvention.Meta.spreadFloatingLeg() The meta-property for the spreadFloatingLeg property.
org.joda.beans.MetaProperty<IborRateSwapLegConvention>	ImmutableXCcyIborIborSwapConvention.Meta.spreadLeg() The meta-property for the spreadLeg property.
org.joda.beans.MetaProperty<IborRateSwapLegConvention>	ImmutableIborIborSwapConvention.Meta.spreadLeg() The meta-property for the spreadLeg property.

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

Modifier and Type	Method and Description
ImmutableThreeLegBasisSwapConvention.Builder	ImmutableThreeLegBasisSwapConvention.Builder.flatFloatingLeg(IborRateSwapLegConvention flatFloatingLeg) Sets the market convention of the floating leg that does not have the spread applied.
ImmutableXCcyIborIborSwapConvention.Builder	ImmutableXCcyIborIborSwapConvention.Builder.flatLeg(IborRateSwapLegConvention flatLeg) Sets the market convention of the floating leg that does not have the spread applied.
ImmutableIborIborSwapConvention.Builder	ImmutableIborIborSwapConvention.Builder.flatLeg(IborRateSwapLegConvention flatLeg) Sets the market convention of the floating leg that does not have the spread applied.
ImmutableFixedIborSwapConvention.Builder	ImmutableFixedIborSwapConvention.Builder.floatingLeg(IborRateSwapLegConvention floatingLeg) Sets the market convention of the floating leg.
ImmutableOvernightIborSwapConvention.Builder	ImmutableOvernightIborSwapConvention.Builder.iborLeg(IborRateSwapLegConvention iborLeg) Sets the market convention of the floating leg.
static ImmutableFixedIborSwapConvention	ImmutableFixedIborSwapConvention.of(String name, FixedRateSwapLegConvention fixedLeg, IborRateSwapLegConvention floatingLeg) Obtains a convention based on the specified name and leg conventions.
static ImmutableFixedIborSwapConvention	ImmutableFixedIborSwapConvention.of(String name, FixedRateSwapLegConvention fixedLeg, IborRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset) Obtains a convention based on the specified name and leg conventions.
static ImmutableThreeLegBasisSwapConvention	ImmutableThreeLegBasisSwapConvention.of(String name, FixedRateSwapLegConvention spreadLeg, IborRateSwapLegConvention spreadFloatingLeg, IborRateSwapLegConvention flatFloatingLeg) Obtains a convention based on the specified name and leg conventions.
static ImmutableThreeLegBasisSwapConvention	ImmutableThreeLegBasisSwapConvention.of(String name, FixedRateSwapLegConvention spreadLeg, IborRateSwapLegConvention spreadFloatingLeg, IborRateSwapLegConvention flatFloatingLeg, DaysAdjustment spotDateOffset) Obtains a convention based on the specified name and leg conventions.
static ImmutableXCcyIborIborSwapConvention	ImmutableXCcyIborIborSwapConvention.of(String name, IborRateSwapLegConvention spreadLeg, IborRateSwapLegConvention flatLeg) Obtains a convention based on the specified name and leg conventions.
static ImmutableIborIborSwapConvention	ImmutableIborIborSwapConvention.of(String name, IborRateSwapLegConvention spreadLeg, IborRateSwapLegConvention flatLeg) Obtains a convention based on the specified name and leg conventions.
static ImmutableXCcyIborIborSwapConvention	ImmutableXCcyIborIborSwapConvention.of(String name, IborRateSwapLegConvention spreadLeg, IborRateSwapLegConvention flatLeg, DaysAdjustment spotDateOffset) Obtains a convention based on the specified name and leg conventions.
static ImmutableIborIborSwapConvention	ImmutableIborIborSwapConvention.of(String name, IborRateSwapLegConvention spreadLeg, IborRateSwapLegConvention flatLeg, DaysAdjustment spotDateOffset) Obtains a convention based on the specified name and leg conventions.
static ImmutableOvernightIborSwapConvention	ImmutableOvernightIborSwapConvention.of(String name, OvernightRateSwapLegConvention overnightLeg, IborRateSwapLegConvention iborLeg) Obtains a convention based on the specified name and leg conventions.
static ImmutableOvernightIborSwapConvention	ImmutableOvernightIborSwapConvention.of(String name, OvernightRateSwapLegConvention overnightLeg, IborRateSwapLegConvention iborLeg, DaysAdjustment spotDateOffset) Obtains a convention based on the specified name and leg conventions.
ImmutableThreeLegBasisSwapConvention.Builder	ImmutableThreeLegBasisSwapConvention.Builder.spreadFloatingLeg(IborRateSwapLegConvention spreadFloatingLeg) Sets the market convention of the floating leg to which the spread leg is added.
ImmutableXCcyIborIborSwapConvention.Builder	ImmutableXCcyIborIborSwapConvention.Builder.spreadLeg(IborRateSwapLegConvention spreadLeg) Sets the market convention of the floating leg that has the spread applied.
ImmutableIborIborSwapConvention.Builder	ImmutableIborIborSwapConvention.Builder.spreadLeg(IborRateSwapLegConvention spreadLeg) Sets the market convention of the floating leg that has the spread applied.