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