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