Class IborFutureConventions
- java.lang.Object
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- com.opengamma.strata.product.index.type.IborFutureConventions
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@Deprecated public final class IborFutureConventions extends Object
Deprecated.Market standard Ibor future conventions.
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Field Summary
Fields Modifier and Type Field Description static IborFutureConvention
EUR_EURIBOR_3M_MONTHLY_IMM
Deprecated.The 'EUR-EURIBOR-3M-Monthly-IMM' convention.static IborFutureConvention
EUR_EURIBOR_3M_QUARTERLY_IMM
Deprecated.The 'EUR-EURIBOR-3M-Quarterly-IMM' convention.static IborFutureConvention
GBP_LIBOR_3M_MONTHLY_IMM
Deprecated.The 'GBP-LIBOR-3M-Monthly-IMM' convention.static IborFutureConvention
GBP_LIBOR_3M_QUARTERLY_IMM
Deprecated.The 'GBP-LIBOR-3M-Quarterly-IMM' convention.static IborFutureConvention
USD_LIBOR_3M_MONTHLY_IMM
Deprecated.The 'USD-LIBOR-3M-Monthly-IMM' convention.static IborFutureConvention
USD_LIBOR_3M_QUARTERLY_IMM
Deprecated.The 'USD-LIBOR-3M-Quarterly-IMM' convention.
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Field Detail
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GBP_LIBOR_3M_QUARTERLY_IMM
public static final IborFutureConvention GBP_LIBOR_3M_QUARTERLY_IMM
Deprecated.The 'GBP-LIBOR-3M-Quarterly-IMM' convention.The 'GBP-LIBOR-3M' index based on quarterly IMM dates.
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GBP_LIBOR_3M_MONTHLY_IMM
public static final IborFutureConvention GBP_LIBOR_3M_MONTHLY_IMM
Deprecated.The 'GBP-LIBOR-3M-Monthly-IMM' convention.The 'GBP-LIBOR-3M' index based on monthly IMM dates.
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EUR_EURIBOR_3M_QUARTERLY_IMM
public static final IborFutureConvention EUR_EURIBOR_3M_QUARTERLY_IMM
Deprecated.The 'EUR-EURIBOR-3M-Quarterly-IMM' convention.The 'EUR-EURIBOR-3M' index based on quarterly IMM dates.
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EUR_EURIBOR_3M_MONTHLY_IMM
public static final IborFutureConvention EUR_EURIBOR_3M_MONTHLY_IMM
Deprecated.The 'EUR-EURIBOR-3M-Monthly-IMM' convention.The 'EUR-EURIBOR-3M' index based on monthly IMM dates.
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USD_LIBOR_3M_QUARTERLY_IMM
public static final IborFutureConvention USD_LIBOR_3M_QUARTERLY_IMM
Deprecated.The 'USD-LIBOR-3M-Quarterly-IMM' convention.The 'USD-LIBOR-3M' index based on quarterly IMM dates.
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USD_LIBOR_3M_MONTHLY_IMM
public static final IborFutureConvention USD_LIBOR_3M_MONTHLY_IMM
Deprecated.The 'USD-LIBOR-3M-Monthly-IMM' convention.The 'USD-LIBOR-3M' index based on monthly IMM dates.
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