Class IborFutureContractSpecs
- java.lang.Object
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- com.opengamma.strata.product.index.type.IborFutureContractSpecs
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public final class IborFutureContractSpecs extends Object
Market standard Ibor future conventions.
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Field Summary
Fields Modifier and Type Field Description static IborFutureContractSpec
EUR_EURIBOR_3M_IMM_ICE
The 'EUR-EURIBOR-3M-IMM-ICE' contract.static IborFutureContractSpec
GBP_LIBOR_3M_IMM_ICE
The 'GBP-LIBOR-3M-IMM-ICE' contract.static IborFutureContractSpec
USD_LIBOR_3M_IMM_CME
The 'USD-LIBOR-3M-IMM-CME' contract.
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Field Detail
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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".
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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".
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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.
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