| Package | Description |
|---|---|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
FixedFloatSwapConvention
A market convention for Fixed-Float swap trades, covering Ibor and Overnight indices.
|
interface |
FixedIborSwapConvention
A market convention for Fixed-Ibor swap trades.
|
interface |
FixedInflationSwapConvention
A market convention for Inflation swap trades.
|
interface |
FixedOvernightSwapConvention
A market convention for Fixed-Overnight swap trades.
|
interface |
IborIborSwapConvention
A market convention for Ibor-Ibor swap trades.
|
interface |
OvernightIborSwapConvention
A market convention for Overnight-Ibor swap trades.
|
interface |
ThreeLegBasisSwapConvention
A market convention for three leg basis swap trades.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableFixedIborSwapConvention
A market convention for Fixed-Ibor swap trades.
|
class |
ImmutableFixedInflationSwapConvention
A market convention for Fixed-Inflation swap trades.
|
class |
ImmutableFixedOvernightSwapConvention
A market convention for Fixed-Overnight swap trades.
|
class |
ImmutableIborIborSwapConvention
A market convention for Ibor-Ibor swap trades.
|
class |
ImmutableOvernightIborSwapConvention
A market convention for Fixed-Overnight swap trades.
|
class |
ImmutableThreeLegBasisSwapConvention
A market convention for three leg basis swap trades.
|
| Modifier and Type | Method and Description |
|---|---|
static SingleCurrencySwapConvention |
SingleCurrencySwapConvention.of(String uniqueName)
Obtains an instance from the specified unique name.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.