Interface TradeConvention
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- All Known Subinterfaces:
CdsConvention,FixedFloatSwapConvention,FixedIborSwapConvention,FixedInflationSwapConvention,FixedOvernightSwapConvention,FraConvention,FxSwapConvention,IborFixingDepositConvention,IborFutureConvention,IborIborSwapConvention,OvernightIborSwapConvention,SingleCurrencySwapConvention,TermDepositConvention,ThreeLegBasisSwapConvention,XCcyIborIborSwapConvention
- All Known Implementing Classes:
ImmutableCdsConvention,ImmutableFixedIborSwapConvention,ImmutableFixedInflationSwapConvention,ImmutableFixedOvernightSwapConvention,ImmutableFraConvention,ImmutableFxSwapConvention,ImmutableIborFixingDepositConvention,ImmutableIborFutureConvention,ImmutableIborIborSwapConvention,ImmutableOvernightIborSwapConvention,ImmutableTermDepositConvention,ImmutableThreeLegBasisSwapConvention,ImmutableXCcyIborIborSwapConvention
public interface TradeConventionA market convention for trades.A convention contains key information that is commonly used in the market. For example, a USD LIBOR forward rate agreement (FRA) will have a day count convention of 'Act/360', spot date offset of T+2 and ISDA discounting.
A convention is typically combined with additional information to form a
TradeTemplate, however this is not required. It is often possible to get a market price for a trade based on the template, however it is not possible to obtain a market price for a convention.Each implementation should provide a method with the name
toTradewith whatever arguments are necessary to complete the trade. If there is an associated template, implementations should consider providing a method with the nametoTemplateto provide the conversion.Implementations must be immutable and thread-safe beans.