Uses of Package
com.opengamma.strata.product.swap.type

Packages that use com.opengamma.strata.product.swap.type

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

Classes in com.opengamma.strata.product.swap.type used by com.opengamma.strata.product.swap

Class and Description
FixedFloatSwapTemplate A template for creating Fixed-Float swap trades.

Classes in com.opengamma.strata.product.swap.type used by com.opengamma.strata.product.swap.type

Class and Description
FixedFloatSwapConvention A market convention for Fixed-Float swap trades, covering Ibor and Overnight indices.
FixedFloatSwapTemplate A template for creating Fixed-Float swap trades.
FixedIborSwapConvention A market convention for Fixed-Ibor swap trades.
FixedIborSwapTemplate A template for creating Fixed-Ibor swap trades.
FixedIborSwapTemplate.Builder The bean-builder for FixedIborSwapTemplate.
FixedIborSwapTemplate.Meta The meta-bean for FixedIborSwapTemplate.
FixedInflationSwapConvention A market convention for Inflation swap trades.
FixedInflationSwapTemplate An template for creating inflation swap trades.
FixedInflationSwapTemplate.Builder The bean-builder for FixedInflationSwapTemplate.
FixedInflationSwapTemplate.Meta The meta-bean for FixedInflationSwapTemplate.
FixedOvernightSwapConvention A market convention for Fixed-Overnight swap trades.
FixedOvernightSwapTemplate A template for creating Fixed-Overnight swap trades.
FixedOvernightSwapTemplate.Builder The bean-builder for FixedOvernightSwapTemplate.
FixedOvernightSwapTemplate.Meta The meta-bean for FixedOvernightSwapTemplate.
FixedRateSwapLegConvention A market convention for the fixed leg of rate swap trades.
FixedRateSwapLegConvention.Builder The bean-builder for FixedRateSwapLegConvention.
FixedRateSwapLegConvention.Meta The meta-bean for FixedRateSwapLegConvention.
FloatRateSwapLegConvention A market convention for the floating leg of rate swap trades based on an Ibor index or an Overnight index.
IborIborSwapConvention A market convention for Ibor-Ibor swap trades.
IborIborSwapTemplate A template for creating Ibor-Ibor swap trades.
IborIborSwapTemplate.Builder The bean-builder for IborIborSwapTemplate.
IborIborSwapTemplate.Meta The meta-bean for IborIborSwapTemplate.
IborRateSwapLegConvention A market convention for the floating leg of rate swap trades based on an Ibor index.
IborRateSwapLegConvention.Builder The bean-builder for IborRateSwapLegConvention.
IborRateSwapLegConvention.Meta The meta-bean for IborRateSwapLegConvention.
ImmutableFixedIborSwapConvention A market convention for Fixed-Ibor swap trades.
ImmutableFixedIborSwapConvention.Builder The bean-builder for ImmutableFixedIborSwapConvention.
ImmutableFixedIborSwapConvention.Meta The meta-bean for ImmutableFixedIborSwapConvention.
ImmutableFixedInflationSwapConvention A market convention for Fixed-Inflation swap trades.
ImmutableFixedInflationSwapConvention.Builder The bean-builder for ImmutableFixedInflationSwapConvention.
ImmutableFixedInflationSwapConvention.Meta The meta-bean for ImmutableFixedInflationSwapConvention.
ImmutableFixedOvernightSwapConvention A market convention for Fixed-Overnight swap trades.
ImmutableFixedOvernightSwapConvention.Builder The bean-builder for ImmutableFixedOvernightSwapConvention.
ImmutableFixedOvernightSwapConvention.Meta The meta-bean for ImmutableFixedOvernightSwapConvention.
ImmutableIborIborSwapConvention A market convention for Ibor-Ibor swap trades.
ImmutableIborIborSwapConvention.Builder The bean-builder for ImmutableIborIborSwapConvention.
ImmutableIborIborSwapConvention.Meta The meta-bean for ImmutableIborIborSwapConvention.
ImmutableOvernightIborSwapConvention A market convention for Fixed-Overnight swap trades.
ImmutableOvernightIborSwapConvention.Builder The bean-builder for ImmutableOvernightIborSwapConvention.
ImmutableOvernightIborSwapConvention.Meta The meta-bean for ImmutableOvernightIborSwapConvention.
ImmutableThreeLegBasisSwapConvention A market convention for three leg basis swap trades.
ImmutableThreeLegBasisSwapConvention.Builder The bean-builder for ImmutableThreeLegBasisSwapConvention.
ImmutableThreeLegBasisSwapConvention.Meta The meta-bean for ImmutableThreeLegBasisSwapConvention.
ImmutableXCcyIborIborSwapConvention A market convention for cross-currency Ibor-Ibor swap trades.
ImmutableXCcyIborIborSwapConvention.Builder The bean-builder for ImmutableXCcyIborIborSwapConvention.
ImmutableXCcyIborIborSwapConvention.Meta The meta-bean for ImmutableXCcyIborIborSwapConvention.
ImmutableXCcyOvernightOvernightSwapConvention A market convention for cross-currency overnight-overnight swap trades.
ImmutableXCcyOvernightOvernightSwapConvention.Builder The bean-builder for ImmutableXCcyOvernightOvernightSwapConvention.
ImmutableXCcyOvernightOvernightSwapConvention.Meta The meta-bean for ImmutableXCcyOvernightOvernightSwapConvention.
InflationRateSwapLegConvention A market convention for the floating leg of rate swap trades based on a price index.
InflationRateSwapLegConvention.Builder The bean-builder for InflationRateSwapLegConvention.
InflationRateSwapLegConvention.Meta The meta-bean for InflationRateSwapLegConvention.
OvernightIborSwapConvention A market convention for Overnight-Ibor swap trades.
OvernightIborSwapTemplate A template for creating Overnight-Ibor swap trades.
OvernightIborSwapTemplate.Builder The bean-builder for OvernightIborSwapTemplate.
OvernightIborSwapTemplate.Meta The meta-bean for OvernightIborSwapTemplate.
OvernightRateSwapLegConvention A market convention for the floating leg of rate swap trades based on an Overnight index.
OvernightRateSwapLegConvention.Builder The bean-builder for OvernightRateSwapLegConvention.
OvernightRateSwapLegConvention.Meta The meta-bean for OvernightRateSwapLegConvention.
SingleCurrencySwapConvention A market convention for swap trades.
SwapLegConvention A market convention for swap legs.
ThreeLegBasisSwapConvention A market convention for three leg basis swap trades.
ThreeLegBasisSwapTemplate A template for creating Fixed-Ibor-Ibor swap trades.
ThreeLegBasisSwapTemplate.Builder The bean-builder for ThreeLegBasisSwapTemplate.
ThreeLegBasisSwapTemplate.Meta The meta-bean for ThreeLegBasisSwapTemplate.
XCcyIborIborSwapConvention A market convention for cross-currency Ibor-Ibor swap trades without FX reset.
XCcyIborIborSwapTemplate A template for creating cross-currency Ibor-Ibor swap trades.
XCcyIborIborSwapTemplate.Builder The bean-builder for XCcyIborIborSwapTemplate.
XCcyIborIborSwapTemplate.Meta The meta-bean for XCcyIborIborSwapTemplate.
XCcyOvernightOvernightSwapConvention A market convention for cross-currency overnight-overnight swap trades without FX reset.
XCcyOvernightOvernightSwapTemplate A template for creating cross-currency overnight-overnight swap trades.
XCcyOvernightOvernightSwapTemplate.Builder The bean-builder for XCcyOvernightOvernightSwapTemplate.
XCcyOvernightOvernightSwapTemplate.Meta The meta-bean for XCcyOvernightOvernightSwapTemplate.