Class IborIndices


  • public final class IborIndices
    extends java.lang.Object
    Constants and implementations for standard Ibor indices.

    Each constant returns a standard definition of the specified index.

    If a floating rate has a constant here, then it is fully supported by Strata with example holiday calendar data.

    • Field Detail

      • GBP_LIBOR_1W

        public static final IborIndex GBP_LIBOR_1W
        The 1 week LIBOR index for GBP.

        The "London Interbank Offered Rate".

      • GBP_LIBOR_1M

        public static final IborIndex GBP_LIBOR_1M
        The 1 month LIBOR index for GBP.

        The "London Interbank Offered Rate".

      • GBP_LIBOR_2M

        public static final IborIndex GBP_LIBOR_2M
        The 2 month LIBOR index for GBP.

        The "London Interbank Offered Rate".

      • GBP_LIBOR_3M

        public static final IborIndex GBP_LIBOR_3M
        The 3 month LIBOR index for GBP.

        The "London Interbank Offered Rate".

      • GBP_LIBOR_6M

        public static final IborIndex GBP_LIBOR_6M
        The 6 month LIBOR index for GBP.

        The "London Interbank Offered Rate".

      • GBP_LIBOR_12M

        public static final IborIndex GBP_LIBOR_12M
        The 12 month LIBOR index for GBP.

        The "London Interbank Offered Rate".

      • CHF_LIBOR_1W

        public static final IborIndex CHF_LIBOR_1W
        The 1 week LIBOR index for CHF.

        The "London Interbank Offered Rate".

      • CHF_LIBOR_1M

        public static final IborIndex CHF_LIBOR_1M
        The 1 month LIBOR index for CHF.

        The "London Interbank Offered Rate".

      • CHF_LIBOR_2M

        public static final IborIndex CHF_LIBOR_2M
        The 2 month LIBOR index for CHF.

        The "London Interbank Offered Rate".

      • CHF_LIBOR_3M

        public static final IborIndex CHF_LIBOR_3M
        The 3 month LIBOR index for CHF.

        The "London Interbank Offered Rate".

      • CHF_LIBOR_6M

        public static final IborIndex CHF_LIBOR_6M
        The 6 month LIBOR index for CHF.

        The "London Interbank Offered Rate".

      • CHF_LIBOR_12M

        public static final IborIndex CHF_LIBOR_12M
        The 12 month LIBOR index for CHF.

        The "London Interbank Offered Rate".

      • EUR_LIBOR_1W

        public static final IborIndex EUR_LIBOR_1W
        The 1 week LIBOR index for EUR.

        The "London Interbank Offered Rate".

      • EUR_LIBOR_1M

        public static final IborIndex EUR_LIBOR_1M
        The 1 month LIBOR index for EUR.

        The "London Interbank Offered Rate".

      • EUR_LIBOR_2M

        public static final IborIndex EUR_LIBOR_2M
        The 2 month LIBOR index for EUR.

        The "London Interbank Offered Rate".

      • EUR_LIBOR_3M

        public static final IborIndex EUR_LIBOR_3M
        The 3 month LIBOR index for EUR.

        The "London Interbank Offered Rate".

      • EUR_LIBOR_6M

        public static final IborIndex EUR_LIBOR_6M
        The 6 month LIBOR index for EUR.

        The "London Interbank Offered Rate".

      • EUR_LIBOR_12M

        public static final IborIndex EUR_LIBOR_12M
        The 12 month LIBOR index for EUR.

        The "London Interbank Offered Rate".

      • JPY_LIBOR_1W

        public static final IborIndex JPY_LIBOR_1W
        The 1 week LIBOR index for JPY.

        The "London Interbank Offered Rate".

      • JPY_LIBOR_1M

        public static final IborIndex JPY_LIBOR_1M
        The 1 month LIBOR index for JPY.

        The "London Interbank Offered Rate".

      • JPY_LIBOR_2M

        public static final IborIndex JPY_LIBOR_2M
        The 2 month LIBOR index for JPY.

        The "London Interbank Offered Rate".

      • JPY_LIBOR_3M

        public static final IborIndex JPY_LIBOR_3M
        The 3 month LIBOR index for JPY.

        The "London Interbank Offered Rate".

      • JPY_LIBOR_6M

        public static final IborIndex JPY_LIBOR_6M
        The 6 month LIBOR index for JPY.

        The "London Interbank Offered Rate".

      • JPY_LIBOR_12M

        public static final IborIndex JPY_LIBOR_12M
        The 12 month LIBOR index for JPY.

        The "London Interbank Offered Rate".

      • USD_LIBOR_1W

        public static final IborIndex USD_LIBOR_1W
        The 1 week LIBOR index for USD.

        The "London Interbank Offered Rate".

      • USD_LIBOR_1M

        public static final IborIndex USD_LIBOR_1M
        The 1 month LIBOR index for USD.

        The "London Interbank Offered Rate".

      • USD_LIBOR_2M

        public static final IborIndex USD_LIBOR_2M
        The 2 month LIBOR index for USD.

        The "London Interbank Offered Rate".

      • USD_LIBOR_3M

        public static final IborIndex USD_LIBOR_3M
        The 3 month LIBOR index for USD.

        The "London Interbank Offered Rate".

      • USD_LIBOR_6M

        public static final IborIndex USD_LIBOR_6M
        The 6 month LIBOR index for USD.

        The "London Interbank Offered Rate".

      • USD_LIBOR_12M

        public static final IborIndex USD_LIBOR_12M
        The 12 month LIBOR index for USD.

        The "London Interbank Offered Rate".

      • EUR_EURIBOR_1W

        public static final IborIndex EUR_EURIBOR_1W
        The 1 week EURIBOR index.

        The "Euro Interbank Offered Rate".

      • EUR_EURIBOR_2W

        public static final IborIndex EUR_EURIBOR_2W
        The 2 week EURIBOR index.

        The "Euro Interbank Offered Rate".

      • EUR_EURIBOR_1M

        public static final IborIndex EUR_EURIBOR_1M
        The 1 month EURIBOR index.

        The "Euro Interbank Offered Rate".

      • EUR_EURIBOR_2M

        public static final IborIndex EUR_EURIBOR_2M
        The 2 month EURIBOR index.

        The "Euro Interbank Offered Rate".

      • EUR_EURIBOR_3M

        public static final IborIndex EUR_EURIBOR_3M
        The 3 month EURIBOR index.

        The "Euro Interbank Offered Rate".

      • EUR_EURIBOR_6M

        public static final IborIndex EUR_EURIBOR_6M
        The 6 month EURIBOR index.

        The "Euro Interbank Offered Rate".

      • EUR_EURIBOR_9M

        public static final IborIndex EUR_EURIBOR_9M
        The 9 month EURIBOR index.

        The "Euro Interbank Offered Rate".

      • EUR_EURIBOR_12M

        public static final IborIndex EUR_EURIBOR_12M
        The 12 month EURIBOR index.

        The "Euro Interbank Offered Rate".

      • JPY_TIBOR_JAPAN_1W

        public static final IborIndex JPY_TIBOR_JAPAN_1W
        The 1 week TIBOR (Japan) index.

        The "Tokyo Interbank Offered Rate", unsecured call market.

      • JPY_TIBOR_JAPAN_1M

        public static final IborIndex JPY_TIBOR_JAPAN_1M
        The 1 month TIBOR (Japan) index.

        The "Tokyo Interbank Offered Rate", unsecured call market.

      • JPY_TIBOR_JAPAN_2M

        public static final IborIndex JPY_TIBOR_JAPAN_2M
        The 2 month TIBOR (Japan) index.

        The "Tokyo Interbank Offered Rate", unsecured call market.

      • JPY_TIBOR_JAPAN_3M

        public static final IborIndex JPY_TIBOR_JAPAN_3M
        The 3 month TIBOR (Japan) index.

        The "Tokyo Interbank Offered Rate", unsecured call market.

      • JPY_TIBOR_JAPAN_6M

        public static final IborIndex JPY_TIBOR_JAPAN_6M
        The 6 month TIBOR (Japan) index.

        The "Tokyo Interbank Offered Rate", unsecured call market.

      • JPY_TIBOR_JAPAN_12M

        public static final IborIndex JPY_TIBOR_JAPAN_12M
        The 12 month TIBOR (Japan) index.

        The "Tokyo Interbank Offered Rate", unsecured call market.

      • JPY_TIBOR_EUROYEN_1W

        public static final IborIndex JPY_TIBOR_EUROYEN_1W
        The 1 week TIBOR (Euroyen) index.

        The "Tokyo Interbank Offered Rate", Japan offshore market.

      • JPY_TIBOR_EUROYEN_1M

        public static final IborIndex JPY_TIBOR_EUROYEN_1M
        The 1 month TIBOR (Euroyen) index.

        The "Tokyo Interbank Offered Rate", Japan offshore market.

      • JPY_TIBOR_EUROYEN_2M

        public static final IborIndex JPY_TIBOR_EUROYEN_2M
        The 2 month TIBOR (Euroyen) index.

        The "Tokyo Interbank Offered Rate", Japan offshore market.

      • JPY_TIBOR_EUROYEN_3M

        public static final IborIndex JPY_TIBOR_EUROYEN_3M
        The 3 month TIBOR (Euroyen) index.

        The "Tokyo Interbank Offered Rate", Japan offshore market.

      • JPY_TIBOR_EUROYEN_6M

        public static final IborIndex JPY_TIBOR_EUROYEN_6M
        The 6 month TIBOR (Euroyen) index.

        The "Tokyo Interbank Offered Rate", Japan offshore market.

      • JPY_TIBOR_EUROYEN_12M

        public static final IborIndex JPY_TIBOR_EUROYEN_12M
        The 12 month TIBOR (Euroyen) index.

        The "Tokyo Interbank Offered Rate", Japan offshore market.

      • AUD_BBSW_1M

        public static final IborIndex AUD_BBSW_1M
        The 1 month BBSW index.

        The AFMA Australian Bank Bill Short Term Rate.

      • AUD_BBSW_2M

        public static final IborIndex AUD_BBSW_2M
        The 2 month BBSW index.

        The AFMA Australian Bank Bill Short Term Rate.

      • AUD_BBSW_3M

        public static final IborIndex AUD_BBSW_3M
        The 3 month BBSW index.

        The AFMA Australian Bank Bill Short Term Rate.

      • AUD_BBSW_4M

        public static final IborIndex AUD_BBSW_4M
        The 4 month BBSW index.

        The AFMA Australian Bank Bill Short Term Rate.

      • AUD_BBSW_5M

        public static final IborIndex AUD_BBSW_5M
        The 5 month BBSW index.

        The AFMA Australian Bank Bill Short Term Rate.

      • AUD_BBSW_6M

        public static final IborIndex AUD_BBSW_6M
        The 6 month BBSW index.

        The AFMA Australian Bank Bill Short Term Rate.

      • CAD_CDOR_1M

        public static final IborIndex CAD_CDOR_1M
        The 1 month CDOR index.

        The "Canadian Dollar Offered Rate".

      • CAD_CDOR_2M

        public static final IborIndex CAD_CDOR_2M
        The 2 month CDOR index.

        The "Canadian Dollar Offered Rate".

      • CAD_CDOR_3M

        public static final IborIndex CAD_CDOR_3M
        The 3 month CDOR index.

        The "Canadian Dollar Offered Rate".

      • CAD_CDOR_6M

        public static final IborIndex CAD_CDOR_6M
        The 6 month CDOR index.

        The "Canadian Dollar Offered Rate".

      • CAD_CDOR_12M

        public static final IborIndex CAD_CDOR_12M
        The 12 month CDOR index.

        The "Canadian Dollar Offered Rate".

      • CZK_PRIBOR_1W

        public static final IborIndex CZK_PRIBOR_1W
        The 1 week PRIBOR index.

        The "Prague Interbank Offered Rate".

      • CZK_PRIBOR_2W

        public static final IborIndex CZK_PRIBOR_2W
        The 2 week PRIBOR index.

        The "Prague Interbank Offered Rate".

      • CZK_PRIBOR_1M

        public static final IborIndex CZK_PRIBOR_1M
        The 1 month PRIBOR index.

        The "Prague Interbank Offered Rate".

      • CZK_PRIBOR_2M

        public static final IborIndex CZK_PRIBOR_2M
        The 2 month PRIBOR index.

        The "Prague Interbank Offered Rate".

      • CZK_PRIBOR_3M

        public static final IborIndex CZK_PRIBOR_3M
        The 3 month PRIBOR index.

        The "Prague Interbank Offered Rate".

      • CZK_PRIBOR_6M

        public static final IborIndex CZK_PRIBOR_6M
        The 6 month PRIBOR index.

        The "Prague Interbank Offered Rate".

      • CZK_PRIBOR_9M

        public static final IborIndex CZK_PRIBOR_9M
        The 9 month PRIBOR index.

        The "Prague Interbank Offered Rate".

      • CZK_PRIBOR_12M

        public static final IborIndex CZK_PRIBOR_12M
        The 12 month PRIBOR index.

        The "Prague Interbank Offered Rate".

      • DKK_CIBOR_1W

        public static final IborIndex DKK_CIBOR_1W
        The 1 week CIBOR index.

        The "Copenhagen Interbank Offered Rate".

      • DKK_CIBOR_2W

        public static final IborIndex DKK_CIBOR_2W
        The 2 week CIBOR index.

        The "Copenhagen Interbank Offered Rate".

      • DKK_CIBOR_1M

        public static final IborIndex DKK_CIBOR_1M
        The 1 month CIBOR index.

        The "Copenhagen Interbank Offered Rate".

      • DKK_CIBOR_2M

        public static final IborIndex DKK_CIBOR_2M
        The 2 month CIBOR index.

        The "Copenhagen Interbank Offered Rate".

      • DKK_CIBOR_3M

        public static final IborIndex DKK_CIBOR_3M
        The 3 month CIBOR index.

        The "Copenhagen Interbank Offered Rate".

      • DKK_CIBOR_6M

        public static final IborIndex DKK_CIBOR_6M
        The 6 month CIBOR index.

        The "Copenhagen Interbank Offered Rate".

      • DKK_CIBOR_9M

        public static final IborIndex DKK_CIBOR_9M
        The 9 month CIBOR index.

        The "Copenhagen Interbank Offered Rate".

      • DKK_CIBOR_12M

        public static final IborIndex DKK_CIBOR_12M
        The 12 month CIBOR index.

        The "Copenhagen Interbank Offered Rate".

      • HUF_BUBOR_1W

        public static final IborIndex HUF_BUBOR_1W
        The 1 week BUBOR index.

        The "Budapest Interbank Offered Rate".

      • HUF_BUBOR_2W

        public static final IborIndex HUF_BUBOR_2W
        The 2 week BUBOR index.

        The "Budapest Interbank Offered Rate".

      • HUF_BUBOR_1M

        public static final IborIndex HUF_BUBOR_1M
        The 1 month BUBOR index.

        The "Budapest Interbank Offered Rate".

      • HUF_BUBOR_2M

        public static final IborIndex HUF_BUBOR_2M
        The 2 month BUBOR index.

        The "Budapest Interbank Offered Rate".

      • HUF_BUBOR_3M

        public static final IborIndex HUF_BUBOR_3M
        The 3 month BUBOR index.

        The "Budapest Interbank Offered Rate".

      • HUF_BUBOR_6M

        public static final IborIndex HUF_BUBOR_6M
        The 6 month BUBOR index.

        The "Budapest Interbank Offered Rate".

      • HUF_BUBOR_9M

        public static final IborIndex HUF_BUBOR_9M
        The 9 month BUBOR index.

        The "Budapest Interbank Offered Rate".

      • HUF_BUBOR_12M

        public static final IborIndex HUF_BUBOR_12M
        The 12 month BUBOR index.

        The "Budapest Interbank Offered Rate".

      • MXN_TIIE_4W

        public static final IborIndex MXN_TIIE_4W
        The 4 week TIIE index.

        The "Interbank Equilibrium Interest Rate".

      • MXN_TIIE_13W

        public static final IborIndex MXN_TIIE_13W
        The 13 week TIIE index.

        The "Interbank Equilibrium Interest Rate".

      • MXN_TIIE_26W

        public static final IborIndex MXN_TIIE_26W
        The 26 week TIIE index.

        The "Interbank Equilibrium Interest Rate".

      • NOK_NIBOR_1W

        public static final IborIndex NOK_NIBOR_1W
        The 1 week NIBOR index.

        The "Norwegian Interbank Offered Rate".

      • NOK_NIBOR_1M

        public static final IborIndex NOK_NIBOR_1M
        The 1 month NIBOR index.

        The "Norwegian Interbank Offered Rate".

      • NOK_NIBOR_2M

        public static final IborIndex NOK_NIBOR_2M
        The 2 month NIBOR index.

        The "Norwegian Interbank Offered Rate".

      • NOK_NIBOR_3M

        public static final IborIndex NOK_NIBOR_3M
        The 3 month NIBOR index.

        The "Norwegian Interbank Offered Rate".

      • NOK_NIBOR_6M

        public static final IborIndex NOK_NIBOR_6M
        The 6 month NIBOR index.

        The "Norwegian Interbank Offered Rate".

      • NZD_BKBM_1M

        public static final IborIndex NZD_BKBM_1M
        The 1 month BKBM index.

        The "New Zealand Bank Bill Benchmark Rate".

      • NZD_BKBM_2M

        public static final IborIndex NZD_BKBM_2M
        The 2 month BKBM index.

        The "New Zealand Bank Bill Benchmark Rate".

      • NZD_BKBM_3M

        public static final IborIndex NZD_BKBM_3M
        The 3 month BKBM index.

        The "New Zealand Bank Bill Benchmark Rate".

      • NZD_BKBM_4M

        public static final IborIndex NZD_BKBM_4M
        The 4 month BKBM index.

        The "New Zealand Bank Bill Benchmark Rate".

      • NZD_BKBM_5M

        public static final IborIndex NZD_BKBM_5M
        The 5 month BKBM index.

        The "New Zealand Bank Bill Benchmark Rate".

      • NZD_BKBM_6M

        public static final IborIndex NZD_BKBM_6M
        The 6 month BKBM index.

        The "New Zealand Bank Bill Benchmark Rate".

      • PLN_WIBOR_1W

        public static final IborIndex PLN_WIBOR_1W
        The 1 week WIBOR index.

        The "Polish Interbank Offered Rate".

      • PLN_WIBOR_1M

        public static final IborIndex PLN_WIBOR_1M
        The 1 month WIBOR index.

        The "Polish Interbank Offered Rate".

      • PLN_WIBOR_3M

        public static final IborIndex PLN_WIBOR_3M
        The 3 month WIBOR index.

        The "Polish Interbank Offered Rate".

      • PLN_WIBOR_6M

        public static final IborIndex PLN_WIBOR_6M
        The 6 month WIBOR index.

        The "Polish Interbank Offered Rate".

      • PLN_WIBOR_12M

        public static final IborIndex PLN_WIBOR_12M
        The 12 month WIBOR index.

        The "Polish Interbank Offered Rate".

      • SEK_STIBOR_1W

        public static final IborIndex SEK_STIBOR_1W
        The 1 week STIBOR index.

        The "Swedish Interbank Offered Rate".

      • SEK_STIBOR_1M

        public static final IborIndex SEK_STIBOR_1M
        The 1 month STIBOR index.

        The "Swedish Interbank Offered Rate".

      • SEK_STIBOR_2M

        public static final IborIndex SEK_STIBOR_2M
        The 2 month STIBOR index.

        The "Swedish Interbank Offered Rate".

      • SEK_STIBOR_3M

        public static final IborIndex SEK_STIBOR_3M
        The 3 month STIBOR index.

        The "Swedish Interbank Offered Rate".

      • SEK_STIBOR_6M

        public static final IborIndex SEK_STIBOR_6M
        The 6 month STIBOR index.

        The "Swedish Interbank Offered Rate".

      • ZAR_JIBAR_1M

        public static final IborIndex ZAR_JIBAR_1M
        The 1 month JIBAR index.

        The "Johannnesburg Interbank Average Rate".

      • ZAR_JIBAR_3M

        public static final IborIndex ZAR_JIBAR_3M
        The 3 month JIBAR index.

        The "Johannnesburg Interbank Average Rate".

      • ZAR_JIBAR_6M

        public static final IborIndex ZAR_JIBAR_6M
        The 6 month JIBAR index.

        The "Johannnesburg Interbank Average Rate".

      • ZAR_JIBAR_12M

        public static final IborIndex ZAR_JIBAR_12M
        The 12 month JIBAR index.

        The "Johannnesburg Interbank Average Rate".