| Package | Description |
|---|---|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableIborIborSwapConvention |
ImmutableIborIborSwapConvention.Builder.build() |
static ImmutableIborIborSwapConvention |
ImmutableIborIborSwapConvention.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,
DaysAdjustment spotDateOffset)
Obtains a convention based on the specified name and leg conventions.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ImmutableIborIborSwapConvention> |
ImmutableIborIborSwapConvention.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.