Class IborFutureConventions

    • Field Detail

      • 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.

      • 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.

      • 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.

      • 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.

      • 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.

      • 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.