Class FxSwapConventions
- java.lang.Object
-
- com.opengamma.strata.product.fx.type.FxSwapConventions
-
public final class FxSwapConventions extends Object
Market standard FX swap conventions.
-
-
Field Summary
Fields Modifier and Type Field Description static FxSwapConvention
EUR_GBP
The "EUR/GBP" FX Swap convention.static FxSwapConvention
EUR_JPY
The "EUR/JPY" FX Swap convention.static FxSwapConvention
EUR_USD
The "EUR/USD" FX Swap convention.static FxSwapConvention
GBP_JPY
The "GBP/JPY" FX Swap convention.static FxSwapConvention
GBP_USD
The "GBP/USD" FX Swap convention.static FxSwapConvention
USD_JPY
The "USD/JPY" FX Swap convention.
-
-
-
Field Detail
-
EUR_USD
public static final FxSwapConvention EUR_USD
The "EUR/USD" FX Swap convention.EUR/USD convention with 2 days spot date.
-
EUR_GBP
public static final FxSwapConvention EUR_GBP
The "EUR/GBP" FX Swap convention.EUR/GBP convention with 2 days spot date.
-
EUR_JPY
public static final FxSwapConvention EUR_JPY
The "EUR/JPY" FX Swap convention.EUR/JPY convention with 2 days spot date.
-
GBP_USD
public static final FxSwapConvention GBP_USD
The "GBP/USD" FX Swap convention.GBP/USD convention with 2 days spot date.
-
GBP_JPY
public static final FxSwapConvention GBP_JPY
The "GBP/JPY" FX Swap convention.GBP/JPY convention with 2 days spot date.
-
USD_JPY
public static final FxSwapConvention USD_JPY
The "USD/JPY" FX Swap convention.USD/JPY convention with 2 days spot date.
-
-