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

Packages that use OvernightRateSwapLegConvention

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

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

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

Modifier and Type	Method and Description
OvernightRateSwapLegConvention	OvernightRateSwapLegConvention.Builder.build()
OvernightRateSwapLegConvention	XCcyOvernightOvernightSwapConvention.getFlatLeg() Gets the market convention of the floating leg that does not have the spread applied.
OvernightRateSwapLegConvention	ImmutableXCcyOvernightOvernightSwapConvention.getFlatLeg() Gets the market convention of the floating leg that does not have the spread applied.
OvernightRateSwapLegConvention	FixedOvernightSwapConvention.getFloatingLeg() Gets the market convention of the floating leg.
OvernightRateSwapLegConvention	ImmutableFixedOvernightSwapConvention.getFloatingLeg() Gets the market convention of the floating leg.
OvernightRateSwapLegConvention	OvernightIborSwapConvention.getOvernightLeg() Gets the market convention of the overnight leg.
OvernightRateSwapLegConvention	ImmutableOvernightIborSwapConvention.getOvernightLeg() Gets the market convention of the floating leg.
OvernightRateSwapLegConvention	XCcyOvernightOvernightSwapConvention.getSpreadLeg() Gets the market convention of the floating leg that has the spread applied.
OvernightRateSwapLegConvention	ImmutableXCcyOvernightOvernightSwapConvention.getSpreadLeg() Gets the market convention of the floating leg that has the spread applied.
static OvernightRateSwapLegConvention	OvernightRateSwapLegConvention.of(OvernightIndex index, Frequency frequency, int paymentOffsetDays) Obtains a convention based on the specified index, using the 'Compounded' accrual method.
static OvernightRateSwapLegConvention	OvernightRateSwapLegConvention.of(OvernightIndex index, Frequency frequency, int paymentOffsetDays, OvernightAccrualMethod accrualMethod) Creates a convention based on the specified index, specifying the accrual method.

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

Modifier and Type	Method and Description
Class<? extends OvernightRateSwapLegConvention>	OvernightRateSwapLegConvention.Meta.beanType()
org.joda.beans.MetaProperty<OvernightRateSwapLegConvention>	ImmutableXCcyOvernightOvernightSwapConvention.Meta.flatLeg() The meta-property for the flatLeg property.
org.joda.beans.MetaProperty<OvernightRateSwapLegConvention>	ImmutableFixedOvernightSwapConvention.Meta.floatingLeg() The meta-property for the floatingLeg property.
org.joda.beans.MetaProperty<OvernightRateSwapLegConvention>	ImmutableOvernightIborSwapConvention.Meta.overnightLeg() The meta-property for the overnightLeg property.
org.joda.beans.MetaProperty<OvernightRateSwapLegConvention>	ImmutableXCcyOvernightOvernightSwapConvention.Meta.spreadLeg() The meta-property for the spreadLeg property.

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

Modifier and Type	Method and Description
ImmutableXCcyOvernightOvernightSwapConvention.Builder	ImmutableXCcyOvernightOvernightSwapConvention.Builder.flatLeg(OvernightRateSwapLegConvention flatLeg) Sets the market convention of the floating leg that does not have the spread applied.
ImmutableFixedOvernightSwapConvention.Builder	ImmutableFixedOvernightSwapConvention.Builder.floatingLeg(OvernightRateSwapLegConvention floatingLeg) Sets the market convention of the floating leg.
static ImmutableFixedOvernightSwapConvention	ImmutableFixedOvernightSwapConvention.of(String name, FixedRateSwapLegConvention fixedLeg, OvernightRateSwapLegConvention floatingLeg, 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.
static ImmutableXCcyOvernightOvernightSwapConvention	ImmutableXCcyOvernightOvernightSwapConvention.of(String name, OvernightRateSwapLegConvention spreadLeg, OvernightRateSwapLegConvention flatLeg, DaysAdjustment spotDateOffset) Obtains a convention based on the specified name and leg conventions.
ImmutableOvernightIborSwapConvention.Builder	ImmutableOvernightIborSwapConvention.Builder.overnightLeg(OvernightRateSwapLegConvention overnightLeg) Sets the market convention of the floating leg.
ImmutableXCcyOvernightOvernightSwapConvention.Builder	ImmutableXCcyOvernightOvernightSwapConvention.Builder.spreadLeg(OvernightRateSwapLegConvention spreadLeg) Sets the market convention of the floating leg that has the spread applied.