| Package | Description |
|---|---|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableXCcyIborIborSwapConvention
A market convention for cross-currency Ibor-Ibor swap trades.
|
| Modifier and Type | Field and Description |
|---|---|
static XCcyIborIborSwapConvention |
XCcyIborIborSwapConventions.EUR_EURIBOR_3M_USD_LIBOR_3M
The 'EUR-EURIBOR-3M-USD-LIBOR-3M' swap convention.
|
static XCcyIborIborSwapConvention |
XCcyIborIborSwapConventions.GBP_LIBOR_3M_EUR_EURIBOR_3M
The 'GBP-LIBOR-3M-EUR-EURIBOR-3M' swap convention.
|
static XCcyIborIborSwapConvention |
XCcyIborIborSwapConventions.GBP_LIBOR_3M_JPY_LIBOR_3M
The 'GBP-LIBOR-3M-JPY-LIBOR-3M' swap convention.
|
static XCcyIborIborSwapConvention |
XCcyIborIborSwapConventions.GBP_LIBOR_3M_USD_LIBOR_3M
The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.
|
| Modifier and Type | Method and Description |
|---|---|
XCcyIborIborSwapConvention |
XCcyIborIborSwapTemplate.getConvention()
Gets the market convention of the swap.
|
static XCcyIborIborSwapConvention |
XCcyIborIborSwapConvention.of(String uniqueName)
Obtains an instance from the specified unique name.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<XCcyIborIborSwapConvention> |
XCcyIborIborSwapTemplate.Meta.convention()
The meta-property for the
convention property. |
static ExtendedEnum<XCcyIborIborSwapConvention> |
XCcyIborIborSwapConvention.extendedEnum()
Gets the extended enum helper.
|
| Modifier and Type | Method and Description |
|---|---|
XCcyIborIborSwapTemplate.Builder |
XCcyIborIborSwapTemplate.Builder.convention(XCcyIborIborSwapConvention convention)
Sets the market convention of the swap.
|
static XCcyIborIborSwapTemplate |
XCcyIborIborSwapTemplate.of(Period periodToStart,
Tenor tenor,
XCcyIborIborSwapConvention convention)
Obtains a template based on the specified period, tenor and convention.
|
static XCcyIborIborSwapTemplate |
XCcyIborIborSwapTemplate.of(Tenor tenor,
XCcyIborIborSwapConvention convention)
Obtains a template based on the specified tenor and convention.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.