Uses of Class
com.opengamma.strata.basics.date.Tenor

Packages that use Tenor

Package	Description
com.opengamma.strata.basics.date	Tools for working with dates.
com.opengamma.strata.basics.index	Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.loader	Tools for loading data from files.
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.loader.fpml	Loader that can convert files to financial instruments.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.pricer.common	Common code for pricing.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.option	Pricer support classes for options.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.
com.opengamma.strata.product.credit.type	Conventions and templates to aid the construction of credit instruments.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.

Uses of Tenor in com.opengamma.strata.basics.date

Fields in com.opengamma.strata.basics.date declared as Tenor

Modifier and Type	Field	Description
static Tenor	Tenor.TENOR_10M	A tenor of 10 months.
static Tenor	Tenor.TENOR_10Y	A tenor of 10 years.
static Tenor	Tenor.TENOR_11M	A tenor of 11 months.
static Tenor	Tenor.TENOR_11Y	A tenor of 11 years.
static Tenor	Tenor.TENOR_12M	A tenor of 12 months.
static Tenor	Tenor.TENOR_12Y	A tenor of 12 years.
static Tenor	Tenor.TENOR_13W	A tenor of 13 weeks.
static Tenor	Tenor.TENOR_13Y	A tenor of 13 years.
static Tenor	Tenor.TENOR_14Y	A tenor of 14 years.
static Tenor	Tenor.TENOR_15M	A tenor of 15 months.
static Tenor	Tenor.TENOR_15Y	A tenor of 15 years.
static Tenor	Tenor.TENOR_18M	A tenor of 18 months.
static Tenor	Tenor.TENOR_1D	A tenor of one day.
static Tenor	Tenor.TENOR_1M	A tenor of 1 month.
static Tenor	Tenor.TENOR_1W	A tenor of 1 week.
static Tenor	Tenor.TENOR_1Y	A tenor of 1 year.
static Tenor	Tenor.TENOR_20Y	A tenor of 20 years.
static Tenor	Tenor.TENOR_21M	A tenor of 21 months.
static Tenor	Tenor.TENOR_25Y	A tenor of 25 years.
static Tenor	Tenor.TENOR_26W	A tenor of 26 weeks.
static Tenor	Tenor.TENOR_2D	A tenor of two days.
static Tenor	Tenor.TENOR_2M	A tenor of 2 months.
static Tenor	Tenor.TENOR_2W	A tenor of 2 weeks.
static Tenor	Tenor.TENOR_2Y	A tenor of 2 years.
static Tenor	Tenor.TENOR_30Y	A tenor of 30 years.
static Tenor	Tenor.TENOR_35Y	A tenor of 35 years.
static Tenor	Tenor.TENOR_3D	A tenor of three days.
static Tenor	Tenor.TENOR_3M	A tenor of 3 months.
static Tenor	Tenor.TENOR_3W	A tenor of 3 weeks.
static Tenor	Tenor.TENOR_3Y	A tenor of 3 years.
static Tenor	Tenor.TENOR_40Y	A tenor of 40 years.
static Tenor	Tenor.TENOR_45Y	A tenor of 45 years.
static Tenor	Tenor.TENOR_4M	A tenor of 4 months.
static Tenor	Tenor.TENOR_4W	A tenor of 4 weeks.
static Tenor	Tenor.TENOR_4Y	A tenor of 4 years.
static Tenor	Tenor.TENOR_50Y	A tenor of 50 years.
static Tenor	Tenor.TENOR_52W	A tenor of 52 weeks.
static Tenor	Tenor.TENOR_5M	A tenor of 5 months.
static Tenor	Tenor.TENOR_5Y	A tenor of 5 years.
static Tenor	Tenor.TENOR_6M	A tenor of 6 months.
static Tenor	Tenor.TENOR_6W	A tenor of 6 weeks.
static Tenor	Tenor.TENOR_6Y	A tenor of 6 years.
static Tenor	Tenor.TENOR_7M	A tenor of 7 months.
static Tenor	Tenor.TENOR_7Y	A tenor of 7 years.
static Tenor	Tenor.TENOR_8M	A tenor of 8 months.
static Tenor	Tenor.TENOR_8Y	A tenor of 8 years.
static Tenor	Tenor.TENOR_9M	A tenor of 9 months.
static Tenor	Tenor.TENOR_9Y	A tenor of 9 years.

Methods in com.opengamma.strata.basics.date that return Tenor

Modifier and Type	Method	Description
Tenor	MarketTenor.getTenor()	Gets the tenor of the instrument.
Tenor	TenorAdjustment.getTenor()	Gets the tenor to be added.
Tenor	Tenor.normalized()	Normalizes the months and years of this tenor.
static Tenor	Tenor.of(Period period)	Obtains an instance from a Period.
static Tenor	Tenor.ofDays(int days)	Obtains an instance backed by a period of days.
static Tenor	Tenor.ofMonths(int months)	Obtains an instance backed by a period of months.
static Tenor	Tenor.ofWeeks(int weeks)	Obtains an instance backed by a period of weeks.
static Tenor	Tenor.ofYears(int years)	Obtains an instance backed by a period of years.
static Tenor	Tenor.parse(String toParse)	Parses a formatted string representing the tenor.

Methods in com.opengamma.strata.basics.date that return types with arguments of type Tenor

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Tenor>	TenorAdjustment.Meta.tenor()	The meta-property for the tenor property.

Methods in com.opengamma.strata.basics.date with parameters of type Tenor

Modifier and Type	Method	Description
int	Tenor.compareTo(Tenor other)	Compares this tenor to another tenor.
static TenorAdjustment	TenorAdjustment.of(Tenor tenor, PeriodAdditionConvention additionConvention, BusinessDayAdjustment adjustment)	Obtains an instance that can adjust a date by the specified tenor.
static TenorAdjustment	TenorAdjustment.ofLastBusinessDay(Tenor tenor, BusinessDayAdjustment adjustment)	Obtains an instance that can adjust a date by the specified tenor using the last business day of month convention.
static TenorAdjustment	TenorAdjustment.ofLastDay(Tenor tenor, BusinessDayAdjustment adjustment)	Obtains an instance that can adjust a date by the specified tenor using the last day of month convention.
static MarketTenor	MarketTenor.ofSpot(Tenor tenor)	Obtains an instance from a Tenor with spot implied.
TenorAdjustment.Builder	TenorAdjustment.Builder.tenor(Tenor tenor)	Sets the tenor to be added.

Uses of Tenor in com.opengamma.strata.basics.index

Methods in com.opengamma.strata.basics.index that return Tenor

Modifier and Type	Method	Description
default Tenor	FloatingRateName.getDefaultTenor()	Gets a default tenor applicable for this floating rate.
Tenor	ImmutableIborIndex.getTenor()
Tenor	ImmutableOvernightIndex.getTenor()
Tenor	RateIndex.getTenor()	Gets the tenor of the index.

Methods in com.opengamma.strata.basics.index that return types with arguments of type Tenor

Modifier and Type	Method	Description
Set<Tenor>	FloatingRateName.getTenors()	Gets the active tenors that are applicable for this floating rate.
Set<Tenor>	ImmutableFloatingRateName.getTenors()

Methods in com.opengamma.strata.basics.index with parameters of type Tenor

Modifier and Type	Method	Description
static FloatingRateIndex	FloatingRateIndex.parse(String indexStr, Tenor defaultIborTenor)	Parses a string, handling different types of index, optionally specifying a tenor for Ibor.
default FloatingRateIndex	FloatingRateName.toFloatingRateIndex(Tenor iborTenor)	Returns a floating rate index.
IborIndex	FloatingRateName.toIborIndex(Tenor tenor)	Checks and returns an Ibor index.
IborIndex	ImmutableFloatingRateName.toIborIndex(Tenor tenor)
static Optional<FloatingRateIndex>	FloatingRateIndex.tryParse(String indexStr, Tenor defaultIborTenor)	Parses a string, handling different types of index, optionally specifying a tenor for Ibor.

Uses of Tenor in com.opengamma.strata.loader

Methods in com.opengamma.strata.loader that return Tenor

Modifier and Type	Method	Description
static Tenor	LoaderUtils.parseTenor(String str)	Parses a tenor from the input string.

Methods in com.opengamma.strata.loader that return types with arguments of type Tenor

Modifier and Type	Method	Description
static Optional<Tenor>	LoaderUtils.tryParseTenor(String str)	Tries to parse a tenor from the input string.

Uses of Tenor in com.opengamma.strata.loader.csv

Methods in com.opengamma.strata.loader.csv that return Tenor

Modifier and Type	Method	Description
default Tenor	SensitivityCsvInfoResolver.checkSensitivityTenor(Tenor tenor)	Checks the parsed sensitivity tenor, potentially altering the value.

Methods in com.opengamma.strata.loader.csv with parameters of type Tenor

Modifier and Type	Method	Description
default Tenor	SensitivityCsvInfoResolver.checkSensitivityTenor(Tenor tenor)	Checks the parsed sensitivity tenor, potentially altering the value.

Uses of Tenor in com.opengamma.strata.loader.fpml

Methods in com.opengamma.strata.loader.fpml that return Tenor

Modifier and Type	Method	Description
Tenor	FpmlDocument.convertIndexTenor(String multiplier, String unit)	Converts an FpML tenor string to a Tenor.
Tenor	FpmlDocument.parseIndexTenor(XmlElement baseEl)	Converts an FpML 'FloatingRateIndex' tenor to a Tenor.

Uses of Tenor in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve that return Tenor

Modifier and Type	Method	Description
Tenor	DepositIsdaCreditCurveNode.getTenor()	Gets the period between the start date and the end date.
Tenor	SwapIsdaCreditCurveNode.getTenor()	Gets the tenor of the swap.

Methods in com.opengamma.strata.market.curve that return types with arguments of type Tenor

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Tenor>	DepositIsdaCreditCurveNode.Meta.tenor()	The meta-property for the tenor property.
org.joda.beans.MetaProperty<Tenor>	SwapIsdaCreditCurveNode.Meta.tenor()	The meta-property for the tenor property.

Methods in com.opengamma.strata.market.curve with parameters of type Tenor

Modifier and Type	Method	Description
static DepositIsdaCreditCurveNode	DepositIsdaCreditCurveNode.of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount)	Returns a curve node for a term deposit.
static SwapIsdaCreditCurveNode	SwapIsdaCreditCurveNode.of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount, Frequency paymentFrequency)	Returns a curve node for a standard fixed-Ibor swap.
DepositIsdaCreditCurveNode.Builder	DepositIsdaCreditCurveNode.Builder.tenor(Tenor tenor)	Sets the period between the start date and the end date.
SwapIsdaCreditCurveNode.Builder	SwapIsdaCreditCurveNode.Builder.tenor(Tenor tenor)	Sets the tenor of the swap.

Uses of Tenor in com.opengamma.strata.market.param

Methods in com.opengamma.strata.market.param that return Tenor

Modifier and Type	Method	Description
Tenor	TenorTenorParameterMetadata.getExpiryTenor()	Gets the expiry tenor associated with the parameter.
Tenor	TenorDateParameterMetadata.getIdentifier()	Gets the identifier, which is the tenor.
Tenor	TenorParameterMetadata.getIdentifier()	Gets the identifier, which is the tenor.
Tenor	TenorDateParameterMetadata.getTenor()	Gets the tenor associated with the parameter.
Tenor	TenoredParameterMetadata.getTenor()	Gets the tenor associated with the parameter.
Tenor	TenorParameterMetadata.getTenor()	Gets the tenor associated with the parameter.
Tenor	TenorTenorParameterMetadata.getUnderlyingTenor()	Gets the underlying tenor associated with the parameter.

Methods in com.opengamma.strata.market.param that return types with arguments of type Tenor

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Tenor>	TenorTenorParameterMetadata.Meta.expiryTenor()	The meta-property for the expiryTenor property.
Pair<Tenor,Tenor>	TenorTenorParameterMetadata.getIdentifier()
Pair<Tenor,Tenor>	TenorTenorParameterMetadata.getIdentifier()
org.joda.beans.MetaProperty<Tenor>	TenorDateParameterMetadata.Meta.tenor()	The meta-property for the tenor property.
org.joda.beans.MetaProperty<Tenor>	TenorParameterMetadata.Meta.tenor()	The meta-property for the tenor property.
org.joda.beans.MetaProperty<Tenor>	TenorTenorParameterMetadata.Meta.underlyingTenor()	The meta-property for the underlyingTenor property.

Methods in com.opengamma.strata.market.param with parameters of type Tenor

Modifier and Type	Method	Description
static TenorDateParameterMetadata	TenorDateParameterMetadata.of(LocalDate date, Tenor tenor)	Obtains an instance using the tenor.
static TenorDateParameterMetadata	TenorDateParameterMetadata.of(LocalDate date, Tenor tenor, String label)	Obtains an instance using the tenor, specifying the label.
static TenorParameterMetadata	TenorParameterMetadata.of(Tenor tenor)	Obtains an instance using the tenor.
static TenorParameterMetadata	TenorParameterMetadata.of(Tenor tenor, String label)	Obtains an instance using the tenor, specifying the label.
static TenorTenorParameterMetadata	TenorTenorParameterMetadata.of(Tenor expiryTenor, Tenor underlyingTenor)	Creates node metadata with expiry tenor and underlying tenor.
static TenorTenorParameterMetadata	TenorTenorParameterMetadata.of(Tenor expiryTenor, Tenor underlyingTenor, String label)	Creates node metadata with expiry tenor, underlying tenor and label.
TenorDateParameterMetadata	TenorDateParameterMetadata.withTenor(Tenor tenor)
TenoredParameterMetadata	TenoredParameterMetadata.withTenor(Tenor tenor)	Returns an instance with the tenor updated.
TenorParameterMetadata	TenorParameterMetadata.withTenor(Tenor tenor)

Uses of Tenor in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt that return Tenor

Modifier and Type	Method	Description
Tenor	FxOptionVolatilitiesNode.getTenor()	Gets the tenor.

Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type Tenor

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Tenor>	FxOptionVolatilitiesNode.Meta.tenor()	The meta-property for the tenor property.

Methods in com.opengamma.strata.measure.fxopt with parameters of type Tenor

Modifier and Type	Method	Description
static FxOptionVolatilitiesNode	FxOptionVolatilitiesNode.of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, ValueType quoteValueType, QuoteId quoteId, Tenor tenor, Strike strike)	Creates an instance.
FxOptionVolatilitiesNode.Builder	FxOptionVolatilitiesNode.Builder.tenor(Tenor tenor)	Sets the tenor.

Uses of Tenor in com.opengamma.strata.pricer.common

Methods in com.opengamma.strata.pricer.common that return types with arguments of type Tenor

Modifier and Type	Method	Description
Optional<Tenor>	GenericVolatilitySurfaceYearFractionParameterMetadata.getYearFractionTenor()	Gets the tenor associated with the year fraction.
org.joda.beans.MetaProperty<Tenor>	GenericVolatilitySurfaceYearFractionParameterMetadata.Meta.yearFractionTenor()	The meta-property for the yearFractionTenor property.

Methods in com.opengamma.strata.pricer.common with parameters of type Tenor

Modifier and Type	Method	Description
static GenericVolatilitySurfaceYearFractionParameterMetadata	GenericVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction, Tenor yearFractionTenor, Strike strike)	Creates node metadata using year fraction, associated tenor and strike.
static GenericVolatilitySurfaceYearFractionParameterMetadata	GenericVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction, Tenor yearFractionTenor, Strike strike, String label)	Creates node using year fraction, associated tenor, strike and label.

Uses of Tenor in com.opengamma.strata.pricer.fxopt

Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type Tenor

Modifier and Type	Method	Description
Optional<Tenor>	SmileDeltaParameters.getExpiryTenor()	Gets the tenor associated with the time to expiry, optional.
List<Optional<Tenor>>	InterpolatedStrikeSmileDeltaTermStructure.getExpiryTenors()
default List<Optional<Tenor>>	SmileDeltaTermStructure.getExpiryTenors()	Gets the tenor associated with each expiry in the volatility term.
Optional<Tenor>	FxVolatilitySurfaceYearFractionParameterMetadata.getYearFractionTenor()	Gets the tenor associated with the year fraction.
org.joda.beans.MetaProperty<Tenor>	FxVolatilitySurfaceYearFractionParameterMetadata.Meta.yearFractionTenor()	The meta-property for the yearFractionTenor property.

Methods in com.opengamma.strata.pricer.fxopt with parameters of type Tenor

Modifier and Type	Method	Description
static FxVolatilitySurfaceYearFractionParameterMetadata	FxVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction, Tenor yearFractionTenor, Strike strike, CurrencyPair currencyPair)	Creates node metadata using year fraction, associated tenor, strike and currency pair.
static FxVolatilitySurfaceYearFractionParameterMetadata	FxVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction, Tenor yearFractionTenor, Strike strike, String label, CurrencyPair currencyPair)	Creates node using year fraction, associated tenor, strike, label and currency pair.
static SmileDeltaParameters	SmileDeltaParameters.of(double expiry, Tenor expiryTenor, double atmVolatility, DoubleArray delta, DoubleArray riskReversal, DoubleArray strangle)	Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
static SmileDeltaParameters	SmileDeltaParameters.of(double expiry, Tenor expiryTenor, DoubleArray delta, DoubleArray volatility)	Obtains an instance from volatility.

Uses of Tenor in com.opengamma.strata.pricer.option

Methods in com.opengamma.strata.pricer.option that return types with arguments of type Tenor

Modifier and Type	Method	Description
ImmutableSortedMap<Tenor,RawOptionData>	TenorRawOptionData.getData()	Gets the map of tenor to option data.
ImmutableSet<Tenor>	TenorRawOptionData.getTenors()	Gets the set of tenors.

Methods in com.opengamma.strata.pricer.option with parameters of type Tenor

Modifier and Type	Method	Description
RawOptionData	TenorRawOptionData.getData(Tenor tenor)	Gets the raw option data for a given tenor.

Method parameters in com.opengamma.strata.pricer.option with type arguments of type Tenor

Modifier and Type	Method	Description
static TenorRawOptionData	TenorRawOptionData.of(Map<Tenor,RawOptionData> data)	Obtains an instance of the raw volatility.

Uses of Tenor in com.opengamma.strata.pricer.swaption

Method parameters in com.opengamma.strata.pricer.swaption with type arguments of type Tenor

Modifier and Type	Method	Description
SabrParametersSwaptionVolatilities	SabrSwaptionCalibrator.calibrateAlphaWithAtm(SwaptionVolatilitiesName name, SabrParametersSwaptionVolatilities sabr, RatesProvider ratesProvider, SwaptionVolatilities atmVolatilities, List<Tenor> tenors, List<Period> expiries, SurfaceInterpolator interpolator)	Calibrate SABR alpha parameters to a set of ATM swaption volatilities.

Uses of Tenor in com.opengamma.strata.product.credit.type

Methods in com.opengamma.strata.product.credit.type that return Tenor

Modifier and Type	Method	Description
Tenor	TenorCdsTemplate.getTenor()	Gets the tenor of the credit default swap.

Methods in com.opengamma.strata.product.credit.type that return types with arguments of type Tenor

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Tenor>	TenorCdsTemplate.Meta.tenor()	The meta-property for the tenor property.

Methods in com.opengamma.strata.product.credit.type with parameters of type Tenor

Modifier and Type	Method	Description
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)	Creates a CDS trade with upfront fee based on the trade date and the IMM date logic.
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a CDS trade based on the trade date and the IMM date logic.
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)	Creates a CDS trade with upfront fee based on the trade date, start date and the IMM date logic.
default CdsTrade	CdsConvention.createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a CDS trade based on the trade date, start date and the IMM date logic.
static TenorCdsTemplate	TenorCdsTemplate.of(Tenor tenor, CdsConvention convention)	Obtains a template based on the specified tenor and convention.
static TenorCdsTemplate	TenorCdsTemplate.of(AccrualStart accrualStart, Tenor tenor, CdsConvention convention)	Obtains a template based on the specified tenor and convention.

Uses of Tenor in com.opengamma.strata.product.swap.type

Methods in com.opengamma.strata.product.swap.type that return Tenor

Modifier and Type	Method	Description
Tenor	FixedFloatSwapTemplate.getTenor()	The associated swap tenor.
Tenor	FixedIborSwapTemplate.getTenor()	Gets the tenor of the swap.
Tenor	FixedInflationSwapTemplate.getTenor()	Gets the tenor of the swap.
Tenor	FixedOvernightSwapTemplate.getTenor()	Gets the tenor of the swap.
Tenor	IborIborSwapTemplate.getTenor()	Gets the tenor of the swap.
Tenor	OvernightIborSwapTemplate.getTenor()	Gets the tenor of the swap.
Tenor	ThreeLegBasisSwapTemplate.getTenor()	Gets the tenor of the swap.
Tenor	XCcyIborIborSwapTemplate.getTenor()	Gets the tenor of the swap.

Methods in com.opengamma.strata.product.swap.type that return types with arguments of type Tenor

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Tenor>	FixedIborSwapTemplate.Meta.tenor()	The meta-property for the tenor property.
org.joda.beans.MetaProperty<Tenor>	FixedInflationSwapTemplate.Meta.tenor()	The meta-property for the tenor property.
org.joda.beans.MetaProperty<Tenor>	FixedOvernightSwapTemplate.Meta.tenor()	The meta-property for the tenor property.
org.joda.beans.MetaProperty<Tenor>	IborIborSwapTemplate.Meta.tenor()	The meta-property for the tenor property.
org.joda.beans.MetaProperty<Tenor>	OvernightIborSwapTemplate.Meta.tenor()	The meta-property for the tenor property.
org.joda.beans.MetaProperty<Tenor>	ThreeLegBasisSwapTemplate.Meta.tenor()	The meta-property for the tenor property.
org.joda.beans.MetaProperty<Tenor>	XCcyIborIborSwapTemplate.Meta.tenor()	The meta-property for the tenor property.

Methods in com.opengamma.strata.product.swap.type with parameters of type Tenor

Modifier and Type	Method	Description
default SwapTrade	FixedIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	FixedIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a forward-starting trade based on this convention.
default SwapTrade	FixedInflationSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a forward-starting trade based on this convention.
default SwapTrade	FixedInflationSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a forward-starting trade based on this convention.
default SwapTrade	FixedOvernightSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	FixedOvernightSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a forward-starting trade based on this convention.
default SwapTrade	IborIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	IborIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
default SwapTrade	OvernightIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	OvernightIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
default SwapTrade	SingleCurrencySwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRateOrSpread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	SingleCurrencySwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRateOrSpread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
default SwapTrade	ThreeLegBasisSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	ThreeLegBasisSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
default SwapTrade	XCcyIborIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	XCcyIborIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
static FixedIborSwapTemplate	FixedIborSwapTemplate.of(Tenor tenor, FixedIborSwapConvention convention)	Obtains a template based on the specified tenor and convention.
static FixedIborSwapTemplate	FixedIborSwapTemplate.of(Period periodToStart, Tenor tenor, FixedIborSwapConvention convention)	Creates a template based on the specified period, tenor and convention.
static FixedInflationSwapTemplate	FixedInflationSwapTemplate.of(Tenor tenor, FixedInflationSwapConvention convention)	Creates a template based on the specified tenor and convention.
static FixedOvernightSwapTemplate	FixedOvernightSwapTemplate.of(Tenor tenor, FixedOvernightSwapConvention convention)	Obtains a template based on the specified tenor and convention.
static FixedOvernightSwapTemplate	FixedOvernightSwapTemplate.of(Period periodToStart, Tenor tenor, FixedOvernightSwapConvention convention)	Obtains a template based on the specified period, tenor and convention.
static IborIborSwapTemplate	IborIborSwapTemplate.of(Tenor tenor, IborIborSwapConvention convention)	Obtains a template based on the specified tenor and convention.
static IborIborSwapTemplate	IborIborSwapTemplate.of(Period periodToStart, Tenor tenor, IborIborSwapConvention convention)	Obtains a template based on the specified period, tenor and convention.
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.
static ThreeLegBasisSwapTemplate	ThreeLegBasisSwapTemplate.of(Tenor tenor, ThreeLegBasisSwapConvention convention)	Obtains a template based on the specified tenor and convention.
static ThreeLegBasisSwapTemplate	ThreeLegBasisSwapTemplate.of(Period periodToStart, Tenor tenor, ThreeLegBasisSwapConvention convention)	Creates a template based on the specified period, tenor and convention.
static XCcyIborIborSwapTemplate	XCcyIborIborSwapTemplate.of(Tenor tenor, XCcyIborIborSwapConvention convention)	Obtains a template based on the specified tenor and convention.
static XCcyIborIborSwapTemplate	XCcyIborIborSwapTemplate.of(Period periodToStart, Tenor tenor, XCcyIborIborSwapConvention convention)	Obtains a template based on the specified period, tenor and convention.
FixedIborSwapTemplate.Builder	FixedIborSwapTemplate.Builder.tenor(Tenor tenor)	Sets the tenor of the swap.
FixedInflationSwapTemplate.Builder	FixedInflationSwapTemplate.Builder.tenor(Tenor tenor)	Sets the tenor of the swap.
FixedOvernightSwapTemplate.Builder	FixedOvernightSwapTemplate.Builder.tenor(Tenor tenor)	Sets the tenor of the swap.
IborIborSwapTemplate.Builder	IborIborSwapTemplate.Builder.tenor(Tenor tenor)	Sets the tenor of the swap.
OvernightIborSwapTemplate.Builder	OvernightIborSwapTemplate.Builder.tenor(Tenor tenor)	Sets the tenor of the swap.
ThreeLegBasisSwapTemplate.Builder	ThreeLegBasisSwapTemplate.Builder.tenor(Tenor tenor)	Sets the tenor of the swap.
XCcyIborIborSwapTemplate.Builder	XCcyIborIborSwapTemplate.Builder.tenor(Tenor tenor)	Sets the tenor of the swap.
FixedFloatSwapTemplate	FixedFloatSwapConvention.toTemplate(Tenor tenor)	Obtains a template based on the specified tenor.
default FixedIborSwapTemplate	FixedIborSwapConvention.toTemplate(Tenor tenor)	Obtains a template based on the specified tenor.
default FixedOvernightSwapTemplate	FixedOvernightSwapConvention.toTemplate(Tenor tenor)	Obtains a template based on the specified tenor.