Uses of Interface
com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
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Packages that use OvernightIborSwapConvention Package Description com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps. -
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Uses of OvernightIborSwapConvention in com.opengamma.strata.product.swap.type
Classes in com.opengamma.strata.product.swap.type that implement OvernightIborSwapConvention Modifier and Type Class Description class
ImmutableOvernightIborSwapConvention
A market convention for Fixed-Overnight swap trades.Fields in com.opengamma.strata.product.swap.type declared as OvernightIborSwapConvention Modifier and Type Field Description static OvernightIborSwapConvention
OvernightIborSwapConventions. GBP_SONIA_OIS_1Y_LIBOR_3M
The 'GBP-SONIA-OIS-1Y-LIBOR-3M' swap convention.static OvernightIborSwapConvention
OvernightIborSwapConventions. USD_FED_FUND_AA_LIBOR_3M
The 'USD-FED-FUND-AA-LIBOR-3M' swap convention.Methods in com.opengamma.strata.product.swap.type that return OvernightIborSwapConvention Modifier and Type Method Description OvernightIborSwapConvention
OvernightIborSwapTemplate. getConvention()
Gets the market convention of the swap.static OvernightIborSwapConvention
OvernightIborSwapConvention. of(String uniqueName)
Obtains an instance from the specified unique name.Methods in com.opengamma.strata.product.swap.type that return types with arguments of type OvernightIborSwapConvention Modifier and Type Method Description org.joda.beans.MetaProperty<OvernightIborSwapConvention>
OvernightIborSwapTemplate.Meta. convention()
The meta-property for theconvention
property.static ExtendedEnum<OvernightIborSwapConvention>
OvernightIborSwapConvention. extendedEnum()
Gets the extended enum helper.Methods in com.opengamma.strata.product.swap.type with parameters of type OvernightIborSwapConvention Modifier and Type Method Description OvernightIborSwapTemplate.Builder
OvernightIborSwapTemplate.Builder. convention(OvernightIborSwapConvention convention)
Sets the market convention of the swap.static OvernightIborSwapTemplate
OvernightIborSwapTemplate. of(Tenor tenor, OvernightIborSwapConvention convention)
Obtains a template based on the specified tenor and convention.static OvernightIborSwapTemplate
OvernightIborSwapTemplate. of(Period periodToStart, Tenor tenor, OvernightIborSwapConvention convention)
Obtains a template based on the specified period, tenor and convention.
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