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