Class SwapIndices


  • public final class SwapIndices
    extends java.lang.Object
    Constants and implementations for standard swap indices.

    Each constant returns a standard definition of the specified index.

    • Field Detail

      • USD_LIBOR_1100_1Y

        public static final SwapIndex USD_LIBOR_1100_1Y
        USD Rates 1100 for tenor of 1 year.
      • USD_LIBOR_1100_2Y

        public static final SwapIndex USD_LIBOR_1100_2Y
        USD Rates 1100 for tenor of 2 years.
      • USD_LIBOR_1100_3Y

        public static final SwapIndex USD_LIBOR_1100_3Y
        USD Rates 1100 for tenor of 3 years.
      • USD_LIBOR_1100_4Y

        public static final SwapIndex USD_LIBOR_1100_4Y
        USD Rates 1100 for tenor of 4 years.
      • USD_LIBOR_1100_5Y

        public static final SwapIndex USD_LIBOR_1100_5Y
        USD Rates 1100 for tenor of 5 years.
      • USD_LIBOR_1100_6Y

        public static final SwapIndex USD_LIBOR_1100_6Y
        USD Rates 1100 for tenor of 6 years.
      • USD_LIBOR_1100_7Y

        public static final SwapIndex USD_LIBOR_1100_7Y
        USD Rates 1100 for tenor of 7 years.
      • USD_LIBOR_1100_8Y

        public static final SwapIndex USD_LIBOR_1100_8Y
        USD Rates 1100 for tenor of 8 years.
      • USD_LIBOR_1100_9Y

        public static final SwapIndex USD_LIBOR_1100_9Y
        USD Rates 1100 for tenor of 9 years.
      • USD_LIBOR_1100_10Y

        public static final SwapIndex USD_LIBOR_1100_10Y
        USD Rates 1100 for tenor of 10 years.
      • USD_LIBOR_1100_15Y

        public static final SwapIndex USD_LIBOR_1100_15Y
        USD Rates 1100 for tenor of 15 years.
      • USD_LIBOR_1100_20Y

        public static final SwapIndex USD_LIBOR_1100_20Y
        USD Rates 1100 for tenor of 20 years.
      • USD_LIBOR_1100_30Y

        public static final SwapIndex USD_LIBOR_1100_30Y
        USD Rates 1100 for tenor of 30 years.
      • USD_LIBOR_1500_1Y

        public static final SwapIndex USD_LIBOR_1500_1Y
        USD Rates 1500 for tenor of 1 year.
      • EUR_EURIBOR_1100_1Y

        public static final SwapIndex EUR_EURIBOR_1100_1Y
        EUR Rates 1100 for tenor of 1 year.
      • EUR_EURIBOR_1100_2Y

        public static final SwapIndex EUR_EURIBOR_1100_2Y
        EUR Rates 1100 for tenor of 2 years.
      • EUR_EURIBOR_1100_3Y

        public static final SwapIndex EUR_EURIBOR_1100_3Y
        EUR Rates 1100 for tenor of 3 years.
      • EUR_EURIBOR_1100_4Y

        public static final SwapIndex EUR_EURIBOR_1100_4Y
        EUR Rates 1100 for tenor of 4 years.
      • EUR_EURIBOR_1100_5Y

        public static final SwapIndex EUR_EURIBOR_1100_5Y
        EUR Rates 1100 for tenor of 5 years.
      • EUR_EURIBOR_1100_6Y

        public static final SwapIndex EUR_EURIBOR_1100_6Y
        EUR Rates 1100 for tenor of 6 years.
      • EUR_EURIBOR_1100_7Y

        public static final SwapIndex EUR_EURIBOR_1100_7Y
        EUR Rates 1100 for tenor of 7 years.
      • EUR_EURIBOR_1100_8Y

        public static final SwapIndex EUR_EURIBOR_1100_8Y
        EUR Rates 1100 for tenor of 8 years.
      • EUR_EURIBOR_1100_9Y

        public static final SwapIndex EUR_EURIBOR_1100_9Y
        EUR Rates 1100 for tenor of 9 years.
      • EUR_EURIBOR_1100_10Y

        public static final SwapIndex EUR_EURIBOR_1100_10Y
        EUR Rates 1100 for tenor of 10 years.
      • EUR_EURIBOR_1100_12Y

        public static final SwapIndex EUR_EURIBOR_1100_12Y
        EUR Rates 1100 for tenor of 12 years.
      • EUR_EURIBOR_1100_15Y

        public static final SwapIndex EUR_EURIBOR_1100_15Y
        EUR Rates 1100 for tenor of 15 years.
      • EUR_EURIBOR_1100_20Y

        public static final SwapIndex EUR_EURIBOR_1100_20Y
        EUR Rates 1100 for tenor of 20 years.
      • EUR_EURIBOR_1100_25Y

        public static final SwapIndex EUR_EURIBOR_1100_25Y
        EUR Rates 1100 for tenor of 25 years.
      • EUR_EURIBOR_1100_30Y

        public static final SwapIndex EUR_EURIBOR_1100_30Y
        EUR Rates 1100 for tenor of 30 years.
      • EUR_EURIBOR_1200_1Y

        public static final SwapIndex EUR_EURIBOR_1200_1Y
        EUR Rates 1200 for tenor of 1 year.
      • EUR_EURIBOR_1200_2Y

        public static final SwapIndex EUR_EURIBOR_1200_2Y
        EUR Rates 1200 for tenor of 2 years.
      • EUR_EURIBOR_1200_3Y

        public static final SwapIndex EUR_EURIBOR_1200_3Y
        EUR Rates 1200 for tenor of 3 years.
      • EUR_EURIBOR_1200_4Y

        public static final SwapIndex EUR_EURIBOR_1200_4Y
        EUR Rates 1200 for tenor of 4 years.
      • EUR_EURIBOR_1200_5Y

        public static final SwapIndex EUR_EURIBOR_1200_5Y
        EUR Rates 1200 for tenor of 5 years.
      • EUR_EURIBOR_1200_6Y

        public static final SwapIndex EUR_EURIBOR_1200_6Y
        EUR Rates 1200 for tenor of 6 years.
      • EUR_EURIBOR_1200_7Y

        public static final SwapIndex EUR_EURIBOR_1200_7Y
        EUR Rates 1200 for tenor of 7 years.
      • EUR_EURIBOR_1200_8Y

        public static final SwapIndex EUR_EURIBOR_1200_8Y
        EUR Rates 1200 for tenor of 8 years.
      • EUR_EURIBOR_1200_9Y

        public static final SwapIndex EUR_EURIBOR_1200_9Y
        EUR Rates 1200 for tenor of 9 years.
      • EUR_EURIBOR_1200_10Y

        public static final SwapIndex EUR_EURIBOR_1200_10Y
        EUR Rates 1200 for tenor of 10 years.
      • EUR_EURIBOR_1200_12Y

        public static final SwapIndex EUR_EURIBOR_1200_12Y
        EUR Rates 1200 for tenor of 12 years.
      • EUR_EURIBOR_1200_15Y

        public static final SwapIndex EUR_EURIBOR_1200_15Y
        EUR Rates 1200 for tenor of 15 years.
      • EUR_EURIBOR_1200_20Y

        public static final SwapIndex EUR_EURIBOR_1200_20Y
        EUR Rates 1200 for tenor of 20 years.
      • EUR_EURIBOR_1200_25Y

        public static final SwapIndex EUR_EURIBOR_1200_25Y
        EUR Rates 1200 for tenor of 25 years.
      • EUR_EURIBOR_1200_30Y

        public static final SwapIndex EUR_EURIBOR_1200_30Y
        EUR Rates 1200 for tenor of 30 years.
      • GBP_LIBOR_1100_1Y

        public static final SwapIndex GBP_LIBOR_1100_1Y
        GBP Rates 1100 for tenor of 1 year.
      • GBP_LIBOR_1100_2Y

        public static final SwapIndex GBP_LIBOR_1100_2Y
        GBP Rates 1100 for tenor of 2 years.
      • GBP_LIBOR_1100_3Y

        public static final SwapIndex GBP_LIBOR_1100_3Y
        GBP Rates 1100 for tenor of 3 years.
      • GBP_LIBOR_1100_4Y

        public static final SwapIndex GBP_LIBOR_1100_4Y
        GBP Rates 1100 for tenor of 4 years.
      • GBP_LIBOR_1100_5Y

        public static final SwapIndex GBP_LIBOR_1100_5Y
        GBP Rates 1100 for tenor of 5 years.
      • GBP_LIBOR_1100_6Y

        public static final SwapIndex GBP_LIBOR_1100_6Y
        GBP Rates 1100 for tenor of 6 years.
      • GBP_LIBOR_1100_7Y

        public static final SwapIndex GBP_LIBOR_1100_7Y
        GBP Rates 1100 for tenor of 7 years.
      • GBP_LIBOR_1100_8Y

        public static final SwapIndex GBP_LIBOR_1100_8Y
        GBP Rates 1100 for tenor of 8 years.
      • GBP_LIBOR_1100_9Y

        public static final SwapIndex GBP_LIBOR_1100_9Y
        GBP Rates 1100 for tenor of 9 years.
      • GBP_LIBOR_1100_10Y

        public static final SwapIndex GBP_LIBOR_1100_10Y
        GBP Rates 1100 for tenor of 10 years.
      • GBP_LIBOR_1100_12Y

        public static final SwapIndex GBP_LIBOR_1100_12Y
        GBP Rates 1100 for tenor of 12 years.
      • GBP_LIBOR_1100_15Y

        public static final SwapIndex GBP_LIBOR_1100_15Y
        GBP Rates 1100 for tenor of 15 years.
      • GBP_LIBOR_1100_20Y

        public static final SwapIndex GBP_LIBOR_1100_20Y
        GBP Rates 1100 for tenor of 20 years.
      • GBP_LIBOR_1100_25Y

        public static final SwapIndex GBP_LIBOR_1100_25Y
        GBP Rates 1100 for tenor of 25 years.
      • GBP_LIBOR_1100_30Y

        public static final SwapIndex GBP_LIBOR_1100_30Y
        GBP Rates 1100 for tenor of 30 years.