Class StandardFxSwapConventions


  • public final class StandardFxSwapConventions
    extends Object
    Market standard FX swap conventions.
    • Field Detail

      • EUR_USD

        public static final FxSwapConvention EUR_USD
        EUR/USD convention with 2 days spot date.
      • EUR_GBP

        public static final FxSwapConvention EUR_GBP
        EUR/GBP convention with 2 days spot date.
      • EUR_JPY

        public static final FxSwapConvention EUR_JPY
        EUR/JPY convention with 2 days spot date.
      • GBP_USD

        public static final FxSwapConvention GBP_USD
        GBP/USD convention with 2 days spot date.
      • GBP_JPY

        public static final FxSwapConvention GBP_JPY
        GBP/JPY convention with 2 days spot date.
      • USD_JPY

        public static final FxSwapConvention USD_JPY
        USD/JPY convention with 2 days spot date.