Uses of Class
com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
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Packages that use OvernightRateSwapLegConvention Package Description com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps. -
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Uses of OvernightRateSwapLegConvention in com.opengamma.strata.product.swap.type
Methods in com.opengamma.strata.product.swap.type that return OvernightRateSwapLegConvention Modifier and Type Method Description OvernightRateSwapLegConvention
OvernightRateSwapLegConvention.Builder. build()
OvernightRateSwapLegConvention
FixedOvernightSwapConvention. getFloatingLeg()
Gets the market convention of the floating leg.OvernightRateSwapLegConvention
ImmutableFixedOvernightSwapConvention. getFloatingLeg()
Gets the market convention of the floating leg.OvernightRateSwapLegConvention
ImmutableOvernightIborSwapConvention. getOvernightLeg()
Gets the market convention of the floating leg.OvernightRateSwapLegConvention
OvernightIborSwapConvention. getOvernightLeg()
Gets the market convention of the overnight leg.static OvernightRateSwapLegConvention
OvernightRateSwapLegConvention. of(OvernightIndex index, Frequency frequency, int paymentOffsetDays)
Obtains a convention based on the specified index, using the 'Compounded' accrual method.static OvernightRateSwapLegConvention
OvernightRateSwapLegConvention. of(OvernightIndex index, Frequency frequency, int paymentOffsetDays, OvernightAccrualMethod accrualMethod)
Creates a convention based on the specified index, specifying the accrual method.Methods in com.opengamma.strata.product.swap.type that return types with arguments of type OvernightRateSwapLegConvention Modifier and Type Method Description Class<? extends OvernightRateSwapLegConvention>
OvernightRateSwapLegConvention.Meta. beanType()
org.joda.beans.MetaProperty<OvernightRateSwapLegConvention>
ImmutableFixedOvernightSwapConvention.Meta. floatingLeg()
The meta-property for thefloatingLeg
property.org.joda.beans.MetaProperty<OvernightRateSwapLegConvention>
ImmutableOvernightIborSwapConvention.Meta. overnightLeg()
The meta-property for theovernightLeg
property.Methods in com.opengamma.strata.product.swap.type with parameters of type OvernightRateSwapLegConvention Modifier and Type Method Description ImmutableFixedOvernightSwapConvention.Builder
ImmutableFixedOvernightSwapConvention.Builder. floatingLeg(OvernightRateSwapLegConvention floatingLeg)
Sets the market convention of the floating leg.static ImmutableFixedOvernightSwapConvention
ImmutableFixedOvernightSwapConvention. of(String name, FixedRateSwapLegConvention fixedLeg, OvernightRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset)
Obtains a convention based on the specified name and leg conventions.static ImmutableOvernightIborSwapConvention
ImmutableOvernightIborSwapConvention. of(String name, OvernightRateSwapLegConvention overnightLeg, IborRateSwapLegConvention iborLeg)
Obtains a convention based on the specified name and leg conventions.static ImmutableOvernightIborSwapConvention
ImmutableOvernightIborSwapConvention. of(String name, OvernightRateSwapLegConvention overnightLeg, IborRateSwapLegConvention iborLeg, DaysAdjustment spotDateOffset)
Obtains a convention based on the specified name and leg conventions.ImmutableOvernightIborSwapConvention.Builder
ImmutableOvernightIborSwapConvention.Builder. overnightLeg(OvernightRateSwapLegConvention overnightLeg)
Sets the market convention of the floating leg.
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