CdsConventions (OpenGamma Strata)

java.lang.Object
- com.opengamma.strata.product.credit.type.CdsConventions

public final class CdsConventions
extends Object

Standardized credit default swap conventions.

Field Summary

Fields
Modifier and Type	Field	Description
`static CdsConvention`	`EUR_GB_STANDARD`	EUR-dominated standardized credit default swap.
`static CdsConvention`	`EUR_STANDARD`	EUR-dominated standardized credit default swap.
`static CdsConvention`	`GBP_STANDARD`	GBP-dominated standardized credit default swap.
`static CdsConvention`	`GBP_US_STANDARD`	GBP-dominated standardized credit default swap.
`static CdsConvention`	`JPY_STANDARD`	JPY-dominated standardized credit default swap.
`static CdsConvention`	`JPY_US_GB_STANDARD`	JPY-dominated standardized credit default swap.
`static CdsConvention`	`USD_STANDARD`	USD-dominated standardized credit default swap.

Method Summary
- Methods inherited from class java.lang.Object
  clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - USD_STANDARD
```
public static final CdsConvention USD_STANDARD
```
    USD-dominated standardized credit default swap.
  - EUR_STANDARD
```
public static final CdsConvention EUR_STANDARD
```
    EUR-dominated standardized credit default swap.
    The payment dates are calculated with 'EUTA'.
  - EUR_GB_STANDARD
```
public static final CdsConvention EUR_GB_STANDARD
```
    EUR-dominated standardized credit default swap.
    The payment dates are calculated with 'EUTA' and 'GBLO'.
  - GBP_STANDARD
```
public static final CdsConvention GBP_STANDARD
```
    GBP-dominated standardized credit default swap.
    The payment dates are calculated with 'GBLO'.
  - GBP_US_STANDARD
```
public static final CdsConvention GBP_US_STANDARD
```
    GBP-dominated standardized credit default swap.
    The payment dates are calculated with 'GBLO' and 'USNY'.
  - JPY_STANDARD
```
public static final CdsConvention JPY_STANDARD
```
    JPY-dominated standardized credit default swap.
    The payment dates are calculated with 'JPTO'.
  - JPY_US_GB_STANDARD
```
public static final CdsConvention JPY_US_GB_STANDARD
```
    JPY-dominated standardized credit default swap.
    The payment dates are calculated with 'JPTO', 'USNY' and 'GBLO'.