java.lang.Object
- com.opengamma.strata.product.index.type.OvernightFutureContractSpecs

public final class OvernightFutureContractSpecs
extends Object

Commonly traded Overnight future contract specifications.

Field Summary

Fields
Modifier and Type	Field	Description
`static OvernightFutureContractSpec`	`GBP_SONIA_1M_ICE`	The 'GBP-SONIA-1M-ICE' contract.
`static OvernightFutureContractSpec`	`GBP_SONIA_1M_IMM_LCH`	The 'GBP-SONIA-1M-IMM-LCH' contract.
`static OvernightFutureContractSpec`	`GBP_SONIA_3M_IMM_CME`	The 'GBP-SONIA-3M-IMM-CME' contract.
`static OvernightFutureContractSpec`	`GBP_SONIA_3M_IMM_ICE`	The 'GBP-SONIA-3M-IMM-ICE' contract.
`static OvernightFutureContractSpec`	`GBP_SONIA_3M_IMM_LCH`	The 'GBP-SONIA-3M-IMM-LCH' contract.
`static OvernightFutureContractSpec`	`USD_FED_FUND_1M_CME`	The 'USD-FED-FUND-1M-CME' contract.
`static OvernightFutureContractSpec`	`USD_SOFR_1M_CME`	The 'USD-SOFR-1M-CME' contract.
`static OvernightFutureContractSpec`	`USD_SOFR_1M_ICE`	The 'USD-SOFR-1M-ICE' contract.
`static OvernightFutureContractSpec`	`USD_SOFR_3M_IMM_CME`	The 'USD-SOFR-3M-IMM-CME' contract.
`static OvernightFutureContractSpec`	`USD_SOFR_3M_IMM_ICE`	The 'USD-SOFR-3M-IMM-ICE' contract.

Method Summary
- Methods inherited from class java.lang.Object
  clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - GBP_SONIA_3M_IMM_CME
```
public static final OvernightFutureContractSpec GBP_SONIA_3M_IMM_CME
```
    The 'GBP-SONIA-3M-IMM-CME' contract.
    The CME "SON" contract based on quarterly IMM dates.
  - GBP_SONIA_3M_IMM_ICE
```
public static final OvernightFutureContractSpec GBP_SONIA_3M_IMM_ICE
```
    The 'GBP-SONIA-3M-IMM-ICE' contract.
    The ICE "SO3" contract based on quarterly IMM dates.
  - GBP_SONIA_3M_IMM_LCH
```
public static final OvernightFutureContractSpec GBP_SONIA_3M_IMM_LCH
```
    The 'GBP-SONIA-3M-IMM-LCH' contract.
    The LCH "SON" contract based on quarterly IMM dates.
    Serial months can be traded for this contract, but no constant is defined here for that at present.
  - GBP_SONIA_1M_ICE
```
public static final OvernightFutureContractSpec GBP_SONIA_1M_ICE
```
    The 'GBP-SONIA-1M-ICE' contract.
    The ICE "SOA" contract based on calendar months.
  - GBP_SONIA_1M_IMM_LCH
```
public static final OvernightFutureContractSpec GBP_SONIA_1M_IMM_LCH
```
    The 'GBP-SONIA-1M-IMM-LCH' contract.
    The LCH "OSN" contract based on monthly IMM dates.
  - USD_SOFR_3M_IMM_CME
```
public static final OvernightFutureContractSpec USD_SOFR_3M_IMM_CME
```
    The 'USD-SOFR-3M-IMM-CME' contract.
    The CME "SR3" contract based on quarterly IMM dates.
  - USD_SOFR_3M_IMM_ICE
```
public static final OvernightFutureContractSpec USD_SOFR_3M_IMM_ICE
```
    The 'USD-SOFR-3M-IMM-ICE' contract.
    The ICE "SF3" contract based on quarterly IMM dates.
  - USD_SOFR_1M_CME
```
public static final OvernightFutureContractSpec USD_SOFR_1M_CME
```
    The 'USD-SOFR-1M-CME' contract.
    The CME "SR1" contract based on calendar months.
  - USD_SOFR_1M_ICE
```
public static final OvernightFutureContractSpec USD_SOFR_1M_ICE
```
    The 'USD-SOFR-1M-ICE' contract.
    The ICE "SF1" contract based on calendar months.
  - USD_FED_FUND_1M_CME
```
public static final OvernightFutureContractSpec USD_FED_FUND_1M_CME
```
    The 'USD-FED-FUND-1M-CME' contract.
    The CME "ZQ" contract based on calendar months.

Class OvernightFutureContractSpecs

Field Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

GBP_SONIA_3M_IMM_CME

GBP_SONIA_3M_IMM_ICE

GBP_SONIA_3M_IMM_LCH

GBP_SONIA_1M_ICE

GBP_SONIA_1M_IMM_LCH

USD_SOFR_3M_IMM_CME

USD_SOFR_3M_IMM_ICE

USD_SOFR_1M_CME

USD_SOFR_1M_ICE

USD_FED_FUND_1M_CME