| Package | Description |
|---|---|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableThreeLegBasisSwapConvention |
ImmutableThreeLegBasisSwapConvention.Builder.build() |
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.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ImmutableThreeLegBasisSwapConvention> |
ImmutableThreeLegBasisSwapConvention.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.