Class FxSwapConventions


  • public final class FxSwapConventions
    extends Object
    Market standard FX swap conventions.
    • 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.