Class IborFutureContractSpecs


  • public final class IborFutureContractSpecs
    extends Object
    Market standard Ibor future conventions.
    • Field Detail

      • GBP_LIBOR_3M_IMM_ICE

        public static final IborFutureContractSpec GBP_LIBOR_3M_IMM_ICE
        The 'GBP-LIBOR-3M-IMM-ICE' contract.

        The ICE "L" contract based on quarterly IMM dates, also known as "FSS".

      • EUR_EURIBOR_3M_IMM_ICE

        public static final IborFutureContractSpec EUR_EURIBOR_3M_IMM_ICE
        The 'EUR-EURIBOR-3M-IMM-ICE' contract.

        The ICE "I" contract based on quarterly IMM dates, also known as "FEI".

      • USD_LIBOR_3M_IMM_CME

        public static final IborFutureContractSpec USD_LIBOR_3M_IMM_CME
        The 'USD-LIBOR-3M-IMM-CME' contract.

        The CME "ED" contract based on quarterly IMM dates.