Uses of Interface
com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Packages that use ThreeLegBasisSwapConvention

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

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

Classes in com.opengamma.strata.product.swap.type that implement ThreeLegBasisSwapConvention

Modifier and Type	Class and Description
class	ImmutableThreeLegBasisSwapConvention A market convention for three leg basis swap trades.

Fields in com.opengamma.strata.product.swap.type declared as ThreeLegBasisSwapConvention

Modifier and Type	Field and Description
static ThreeLegBasisSwapConvention	ThreeLegBasisSwapConventions.EUR_FIXED_1Y_EURIBOR_3M_EURIBOR_6M The 'EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M' swap convention.

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

Modifier and Type	Method and Description
ThreeLegBasisSwapConvention	ThreeLegBasisSwapTemplate.getConvention() Gets the market convention of the swap.
static ThreeLegBasisSwapConvention	ThreeLegBasisSwapConvention.of(String uniqueName) Obtains an instance from the specified unique name.

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

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<ThreeLegBasisSwapConvention>	ThreeLegBasisSwapTemplate.Meta.convention() The meta-property for the convention property.
static ExtendedEnum<ThreeLegBasisSwapConvention>	ThreeLegBasisSwapConvention.extendedEnum() Gets the extended enum helper.

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

Modifier and Type	Method and Description
ThreeLegBasisSwapTemplate.Builder	ThreeLegBasisSwapTemplate.Builder.convention(ThreeLegBasisSwapConvention convention) Sets the market convention of the swap.
static ThreeLegBasisSwapTemplate	ThreeLegBasisSwapTemplate.of(Period periodToStart, Tenor tenor, ThreeLegBasisSwapConvention convention) Creates a template based on the specified period, tenor and convention.
static ThreeLegBasisSwapTemplate	ThreeLegBasisSwapTemplate.of(Tenor tenor, ThreeLegBasisSwapConvention convention) Obtains a template based on the specified tenor and convention.