Class SwapIndices
- java.lang.Object
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- com.opengamma.strata.product.swap.SwapIndices
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public final class SwapIndices extends Object
Constants and implementations for standard swap indices.Each constant returns a standard definition of the specified index.
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Field Summary
Fields Modifier and Type Field Description static SwapIndexEUR_EURIBOR_1100_10YEUR Rates 1100 for tenor of 10 years.static SwapIndexEUR_EURIBOR_1100_12YEUR Rates 1100 for tenor of 12 years.static SwapIndexEUR_EURIBOR_1100_15YEUR Rates 1100 for tenor of 15 years.static SwapIndexEUR_EURIBOR_1100_1YEUR Rates 1100 for tenor of 1 year.static SwapIndexEUR_EURIBOR_1100_20YEUR Rates 1100 for tenor of 20 years.static SwapIndexEUR_EURIBOR_1100_25YEUR Rates 1100 for tenor of 25 years.static SwapIndexEUR_EURIBOR_1100_2YEUR Rates 1100 for tenor of 2 years.static SwapIndexEUR_EURIBOR_1100_30YEUR Rates 1100 for tenor of 30 years.static SwapIndexEUR_EURIBOR_1100_3YEUR Rates 1100 for tenor of 3 years.static SwapIndexEUR_EURIBOR_1100_4YEUR Rates 1100 for tenor of 4 years.static SwapIndexEUR_EURIBOR_1100_5YEUR Rates 1100 for tenor of 5 years.static SwapIndexEUR_EURIBOR_1100_6YEUR Rates 1100 for tenor of 6 years.static SwapIndexEUR_EURIBOR_1100_7YEUR Rates 1100 for tenor of 7 years.static SwapIndexEUR_EURIBOR_1100_8YEUR Rates 1100 for tenor of 8 years.static SwapIndexEUR_EURIBOR_1100_9YEUR Rates 1100 for tenor of 9 years.static SwapIndexEUR_EURIBOR_1200_10YEUR Rates 1200 for tenor of 10 years.static SwapIndexEUR_EURIBOR_1200_12YEUR Rates 1200 for tenor of 12 years.static SwapIndexEUR_EURIBOR_1200_15YEUR Rates 1200 for tenor of 15 years.static SwapIndexEUR_EURIBOR_1200_1YEUR Rates 1200 for tenor of 1 year.static SwapIndexEUR_EURIBOR_1200_20YEUR Rates 1200 for tenor of 20 years.static SwapIndexEUR_EURIBOR_1200_25YEUR Rates 1200 for tenor of 25 years.static SwapIndexEUR_EURIBOR_1200_2YEUR Rates 1200 for tenor of 2 years.static SwapIndexEUR_EURIBOR_1200_30YEUR Rates 1200 for tenor of 30 years.static SwapIndexEUR_EURIBOR_1200_3YEUR Rates 1200 for tenor of 3 years.static SwapIndexEUR_EURIBOR_1200_4YEUR Rates 1200 for tenor of 4 years.static SwapIndexEUR_EURIBOR_1200_5YEUR Rates 1200 for tenor of 5 years.static SwapIndexEUR_EURIBOR_1200_6YEUR Rates 1200 for tenor of 6 years.static SwapIndexEUR_EURIBOR_1200_7YEUR Rates 1200 for tenor of 7 years.static SwapIndexEUR_EURIBOR_1200_8YEUR Rates 1200 for tenor of 8 years.static SwapIndexEUR_EURIBOR_1200_9YEUR Rates 1200 for tenor of 9 years.static SwapIndexGBP_LIBOR_1100_10YGBP Rates 1100 for tenor of 10 years.static SwapIndexGBP_LIBOR_1100_12YGBP Rates 1100 for tenor of 12 years.static SwapIndexGBP_LIBOR_1100_15YGBP Rates 1100 for tenor of 15 years.static SwapIndexGBP_LIBOR_1100_1YGBP Rates 1100 for tenor of 1 year.static SwapIndexGBP_LIBOR_1100_20YGBP Rates 1100 for tenor of 20 years.static SwapIndexGBP_LIBOR_1100_25YGBP Rates 1100 for tenor of 25 years.static SwapIndexGBP_LIBOR_1100_2YGBP Rates 1100 for tenor of 2 years.static SwapIndexGBP_LIBOR_1100_30YGBP Rates 1100 for tenor of 30 years.static SwapIndexGBP_LIBOR_1100_3YGBP Rates 1100 for tenor of 3 years.static SwapIndexGBP_LIBOR_1100_4YGBP Rates 1100 for tenor of 4 years.static SwapIndexGBP_LIBOR_1100_5YGBP Rates 1100 for tenor of 5 years.static SwapIndexGBP_LIBOR_1100_6YGBP Rates 1100 for tenor of 6 years.static SwapIndexGBP_LIBOR_1100_7YGBP Rates 1100 for tenor of 7 years.static SwapIndexGBP_LIBOR_1100_8YGBP Rates 1100 for tenor of 8 years.static SwapIndexGBP_LIBOR_1100_9YGBP Rates 1100 for tenor of 9 years.static SwapIndexGBP_SONIA_1100_10YGBP SONIA Swap Rates 1100 for tenor of 10 years.static SwapIndexGBP_SONIA_1100_12YGBP SONIA Swap Rates 1100 for tenor of 12 years.static SwapIndexGBP_SONIA_1100_15YGBP SONIA Swap Rates 1100 for tenor of 15 years.static SwapIndexGBP_SONIA_1100_1YGBP SONIA Swap Rates 1100 for tenor of 1 year.static SwapIndexGBP_SONIA_1100_20YGBP SONIA Swap Rates 1100 for tenor of 20 years.static SwapIndexGBP_SONIA_1100_25YGBP SONIA Swap Rates 1100 for tenor of 25 years.static SwapIndexGBP_SONIA_1100_2YGBP SONIA Swap Rates 1100 for tenor of 2 years.static SwapIndexGBP_SONIA_1100_30YGBP SONIA Swap Rates 1100 for tenor of 30 years.static SwapIndexGBP_SONIA_1100_3YGBP SONIA Swap Rates 1100 for tenor of 3 years.static SwapIndexGBP_SONIA_1100_4YGBP SONIA Swap Rates 1100 for tenor of 4 years.static SwapIndexGBP_SONIA_1100_5YGBP SONIA Swap Rates 1100 for tenor of 5 years.static SwapIndexGBP_SONIA_1100_6YGBP SONIA Swap Rates 1100 for tenor of 6 years.static SwapIndexGBP_SONIA_1100_7YGBP SONIA Swap Rates 1100 for tenor of 7 years.static SwapIndexGBP_SONIA_1100_8YGBP SONIA Swap Rates 1100 for tenor of 8 years.static SwapIndexGBP_SONIA_1100_9YGBP SONIA Swap Rates 1100 for tenor of 9 years.static SwapIndexUSD_LIBOR_1100_10YUSD Rates 1100 for tenor of 10 years.static SwapIndexUSD_LIBOR_1100_15YUSD Rates 1100 for tenor of 15 years.static SwapIndexUSD_LIBOR_1100_1YUSD Rates 1100 for tenor of 1 year.static SwapIndexUSD_LIBOR_1100_20YUSD Rates 1100 for tenor of 20 years.static SwapIndexUSD_LIBOR_1100_2YUSD Rates 1100 for tenor of 2 years.static SwapIndexUSD_LIBOR_1100_30YUSD Rates 1100 for tenor of 30 years.static SwapIndexUSD_LIBOR_1100_3YUSD Rates 1100 for tenor of 3 years.static SwapIndexUSD_LIBOR_1100_4YUSD Rates 1100 for tenor of 4 years.static SwapIndexUSD_LIBOR_1100_5YUSD Rates 1100 for tenor of 5 years.static SwapIndexUSD_LIBOR_1100_6YUSD Rates 1100 for tenor of 6 years.static SwapIndexUSD_LIBOR_1100_7YUSD Rates 1100 for tenor of 7 years.static SwapIndexUSD_LIBOR_1100_8YUSD Rates 1100 for tenor of 8 years.static SwapIndexUSD_LIBOR_1100_9YUSD Rates 1100 for tenor of 9 years.static SwapIndexUSD_LIBOR_1500_1YUSD Rates 1500 for tenor of 1 year.static SwapIndexUSD_SOFR_1100_10YUSD SOFR Swap Rates 1100 for tenor of 10 years.static SwapIndexUSD_SOFR_1100_15YUSD SOFR Swap Rates 1100 for tenor of 15 years.static SwapIndexUSD_SOFR_1100_1YUSD SOFR Swap Rates 1100 for tenor of 1 year.static SwapIndexUSD_SOFR_1100_20YUSD SOFR Swap Rates 1100 for tenor of 20 years.static SwapIndexUSD_SOFR_1100_2YUSD SOFR Swap Rates 1100 for tenor of 2 years.static SwapIndexUSD_SOFR_1100_30YUSD SOFR Swap Rates 1100 for tenor of 30 years.static SwapIndexUSD_SOFR_1100_3YUSD SOFR Swap Rates 1100 for tenor of 3 years.static SwapIndexUSD_SOFR_1100_4YUSD SOFR Swap Rates 1100 for tenor of 4 years.static SwapIndexUSD_SOFR_1100_5YUSD SOFR Swap Rates 1100 for tenor of 5 years.static SwapIndexUSD_SOFR_1100_6YUSD SOFR Swap Rates 1100 for tenor of 6 years.static SwapIndexUSD_SOFR_1100_7YUSD SOFR Swap Rates 1100 for tenor of 7 years.static SwapIndexUSD_SOFR_1100_8YUSD SOFR Swap Rates 1100 for tenor of 8 years.static SwapIndexUSD_SOFR_1100_9YUSD SOFR Swap Rates 1100 for tenor of 9 years.
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Field Detail
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USD_LIBOR_1100_1Y
public static final SwapIndex USD_LIBOR_1100_1Y
USD Rates 1100 for tenor of 1 year.
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USD_LIBOR_1100_2Y
public static final SwapIndex USD_LIBOR_1100_2Y
USD Rates 1100 for tenor of 2 years.
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USD_LIBOR_1100_3Y
public static final SwapIndex USD_LIBOR_1100_3Y
USD Rates 1100 for tenor of 3 years.
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USD_LIBOR_1100_4Y
public static final SwapIndex USD_LIBOR_1100_4Y
USD Rates 1100 for tenor of 4 years.
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USD_LIBOR_1100_5Y
public static final SwapIndex USD_LIBOR_1100_5Y
USD Rates 1100 for tenor of 5 years.
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USD_LIBOR_1100_6Y
public static final SwapIndex USD_LIBOR_1100_6Y
USD Rates 1100 for tenor of 6 years.
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USD_LIBOR_1100_7Y
public static final SwapIndex USD_LIBOR_1100_7Y
USD Rates 1100 for tenor of 7 years.
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USD_LIBOR_1100_8Y
public static final SwapIndex USD_LIBOR_1100_8Y
USD Rates 1100 for tenor of 8 years.
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USD_LIBOR_1100_9Y
public static final SwapIndex USD_LIBOR_1100_9Y
USD Rates 1100 for tenor of 9 years.
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USD_LIBOR_1100_10Y
public static final SwapIndex USD_LIBOR_1100_10Y
USD Rates 1100 for tenor of 10 years.
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USD_LIBOR_1100_15Y
public static final SwapIndex USD_LIBOR_1100_15Y
USD Rates 1100 for tenor of 15 years.
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USD_LIBOR_1100_20Y
public static final SwapIndex USD_LIBOR_1100_20Y
USD Rates 1100 for tenor of 20 years.
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USD_LIBOR_1100_30Y
public static final SwapIndex USD_LIBOR_1100_30Y
USD Rates 1100 for tenor of 30 years.
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USD_LIBOR_1500_1Y
public static final SwapIndex USD_LIBOR_1500_1Y
USD Rates 1500 for tenor of 1 year.
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USD_SOFR_1100_1Y
public static final SwapIndex USD_SOFR_1100_1Y
USD SOFR Swap Rates 1100 for tenor of 1 year.
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USD_SOFR_1100_2Y
public static final SwapIndex USD_SOFR_1100_2Y
USD SOFR Swap Rates 1100 for tenor of 2 years.
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USD_SOFR_1100_3Y
public static final SwapIndex USD_SOFR_1100_3Y
USD SOFR Swap Rates 1100 for tenor of 3 years.
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USD_SOFR_1100_4Y
public static final SwapIndex USD_SOFR_1100_4Y
USD SOFR Swap Rates 1100 for tenor of 4 years.
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USD_SOFR_1100_5Y
public static final SwapIndex USD_SOFR_1100_5Y
USD SOFR Swap Rates 1100 for tenor of 5 years.
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USD_SOFR_1100_6Y
public static final SwapIndex USD_SOFR_1100_6Y
USD SOFR Swap Rates 1100 for tenor of 6 years.
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USD_SOFR_1100_7Y
public static final SwapIndex USD_SOFR_1100_7Y
USD SOFR Swap Rates 1100 for tenor of 7 years.
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USD_SOFR_1100_8Y
public static final SwapIndex USD_SOFR_1100_8Y
USD SOFR Swap Rates 1100 for tenor of 8 years.
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USD_SOFR_1100_9Y
public static final SwapIndex USD_SOFR_1100_9Y
USD SOFR Swap Rates 1100 for tenor of 9 years.
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USD_SOFR_1100_10Y
public static final SwapIndex USD_SOFR_1100_10Y
USD SOFR Swap Rates 1100 for tenor of 10 years.
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USD_SOFR_1100_15Y
public static final SwapIndex USD_SOFR_1100_15Y
USD SOFR Swap Rates 1100 for tenor of 15 years.
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USD_SOFR_1100_20Y
public static final SwapIndex USD_SOFR_1100_20Y
USD SOFR Swap Rates 1100 for tenor of 20 years.
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USD_SOFR_1100_30Y
public static final SwapIndex USD_SOFR_1100_30Y
USD SOFR Swap Rates 1100 for tenor of 30 years.
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EUR_EURIBOR_1100_1Y
public static final SwapIndex EUR_EURIBOR_1100_1Y
EUR Rates 1100 for tenor of 1 year.
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EUR_EURIBOR_1100_2Y
public static final SwapIndex EUR_EURIBOR_1100_2Y
EUR Rates 1100 for tenor of 2 years.
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EUR_EURIBOR_1100_3Y
public static final SwapIndex EUR_EURIBOR_1100_3Y
EUR Rates 1100 for tenor of 3 years.
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EUR_EURIBOR_1100_4Y
public static final SwapIndex EUR_EURIBOR_1100_4Y
EUR Rates 1100 for tenor of 4 years.
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EUR_EURIBOR_1100_5Y
public static final SwapIndex EUR_EURIBOR_1100_5Y
EUR Rates 1100 for tenor of 5 years.
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EUR_EURIBOR_1100_6Y
public static final SwapIndex EUR_EURIBOR_1100_6Y
EUR Rates 1100 for tenor of 6 years.
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EUR_EURIBOR_1100_7Y
public static final SwapIndex EUR_EURIBOR_1100_7Y
EUR Rates 1100 for tenor of 7 years.
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EUR_EURIBOR_1100_8Y
public static final SwapIndex EUR_EURIBOR_1100_8Y
EUR Rates 1100 for tenor of 8 years.
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EUR_EURIBOR_1100_9Y
public static final SwapIndex EUR_EURIBOR_1100_9Y
EUR Rates 1100 for tenor of 9 years.
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EUR_EURIBOR_1100_10Y
public static final SwapIndex EUR_EURIBOR_1100_10Y
EUR Rates 1100 for tenor of 10 years.
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EUR_EURIBOR_1100_12Y
public static final SwapIndex EUR_EURIBOR_1100_12Y
EUR Rates 1100 for tenor of 12 years.
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EUR_EURIBOR_1100_15Y
public static final SwapIndex EUR_EURIBOR_1100_15Y
EUR Rates 1100 for tenor of 15 years.
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EUR_EURIBOR_1100_20Y
public static final SwapIndex EUR_EURIBOR_1100_20Y
EUR Rates 1100 for tenor of 20 years.
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EUR_EURIBOR_1100_25Y
public static final SwapIndex EUR_EURIBOR_1100_25Y
EUR Rates 1100 for tenor of 25 years.
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EUR_EURIBOR_1100_30Y
public static final SwapIndex EUR_EURIBOR_1100_30Y
EUR Rates 1100 for tenor of 30 years.
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EUR_EURIBOR_1200_1Y
public static final SwapIndex EUR_EURIBOR_1200_1Y
EUR Rates 1200 for tenor of 1 year.
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EUR_EURIBOR_1200_2Y
public static final SwapIndex EUR_EURIBOR_1200_2Y
EUR Rates 1200 for tenor of 2 years.
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EUR_EURIBOR_1200_3Y
public static final SwapIndex EUR_EURIBOR_1200_3Y
EUR Rates 1200 for tenor of 3 years.
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EUR_EURIBOR_1200_4Y
public static final SwapIndex EUR_EURIBOR_1200_4Y
EUR Rates 1200 for tenor of 4 years.
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EUR_EURIBOR_1200_5Y
public static final SwapIndex EUR_EURIBOR_1200_5Y
EUR Rates 1200 for tenor of 5 years.
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EUR_EURIBOR_1200_6Y
public static final SwapIndex EUR_EURIBOR_1200_6Y
EUR Rates 1200 for tenor of 6 years.
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EUR_EURIBOR_1200_7Y
public static final SwapIndex EUR_EURIBOR_1200_7Y
EUR Rates 1200 for tenor of 7 years.
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EUR_EURIBOR_1200_8Y
public static final SwapIndex EUR_EURIBOR_1200_8Y
EUR Rates 1200 for tenor of 8 years.
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EUR_EURIBOR_1200_9Y
public static final SwapIndex EUR_EURIBOR_1200_9Y
EUR Rates 1200 for tenor of 9 years.
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EUR_EURIBOR_1200_10Y
public static final SwapIndex EUR_EURIBOR_1200_10Y
EUR Rates 1200 for tenor of 10 years.
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EUR_EURIBOR_1200_12Y
public static final SwapIndex EUR_EURIBOR_1200_12Y
EUR Rates 1200 for tenor of 12 years.
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EUR_EURIBOR_1200_15Y
public static final SwapIndex EUR_EURIBOR_1200_15Y
EUR Rates 1200 for tenor of 15 years.
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EUR_EURIBOR_1200_20Y
public static final SwapIndex EUR_EURIBOR_1200_20Y
EUR Rates 1200 for tenor of 20 years.
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EUR_EURIBOR_1200_25Y
public static final SwapIndex EUR_EURIBOR_1200_25Y
EUR Rates 1200 for tenor of 25 years.
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EUR_EURIBOR_1200_30Y
public static final SwapIndex EUR_EURIBOR_1200_30Y
EUR Rates 1200 for tenor of 30 years.
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GBP_LIBOR_1100_1Y
public static final SwapIndex GBP_LIBOR_1100_1Y
GBP Rates 1100 for tenor of 1 year.
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GBP_LIBOR_1100_2Y
public static final SwapIndex GBP_LIBOR_1100_2Y
GBP Rates 1100 for tenor of 2 years.
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GBP_LIBOR_1100_3Y
public static final SwapIndex GBP_LIBOR_1100_3Y
GBP Rates 1100 for tenor of 3 years.
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GBP_LIBOR_1100_4Y
public static final SwapIndex GBP_LIBOR_1100_4Y
GBP Rates 1100 for tenor of 4 years.
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GBP_LIBOR_1100_5Y
public static final SwapIndex GBP_LIBOR_1100_5Y
GBP Rates 1100 for tenor of 5 years.
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GBP_LIBOR_1100_6Y
public static final SwapIndex GBP_LIBOR_1100_6Y
GBP Rates 1100 for tenor of 6 years.
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GBP_LIBOR_1100_7Y
public static final SwapIndex GBP_LIBOR_1100_7Y
GBP Rates 1100 for tenor of 7 years.
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GBP_LIBOR_1100_8Y
public static final SwapIndex GBP_LIBOR_1100_8Y
GBP Rates 1100 for tenor of 8 years.
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GBP_LIBOR_1100_9Y
public static final SwapIndex GBP_LIBOR_1100_9Y
GBP Rates 1100 for tenor of 9 years.
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GBP_LIBOR_1100_10Y
public static final SwapIndex GBP_LIBOR_1100_10Y
GBP Rates 1100 for tenor of 10 years.
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GBP_LIBOR_1100_12Y
public static final SwapIndex GBP_LIBOR_1100_12Y
GBP Rates 1100 for tenor of 12 years.
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GBP_LIBOR_1100_15Y
public static final SwapIndex GBP_LIBOR_1100_15Y
GBP Rates 1100 for tenor of 15 years.
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GBP_LIBOR_1100_20Y
public static final SwapIndex GBP_LIBOR_1100_20Y
GBP Rates 1100 for tenor of 20 years.
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GBP_LIBOR_1100_25Y
public static final SwapIndex GBP_LIBOR_1100_25Y
GBP Rates 1100 for tenor of 25 years.
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GBP_LIBOR_1100_30Y
public static final SwapIndex GBP_LIBOR_1100_30Y
GBP Rates 1100 for tenor of 30 years.
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GBP_SONIA_1100_1Y
public static final SwapIndex GBP_SONIA_1100_1Y
GBP SONIA Swap Rates 1100 for tenor of 1 year.
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GBP_SONIA_1100_2Y
public static final SwapIndex GBP_SONIA_1100_2Y
GBP SONIA Swap Rates 1100 for tenor of 2 years.
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GBP_SONIA_1100_3Y
public static final SwapIndex GBP_SONIA_1100_3Y
GBP SONIA Swap Rates 1100 for tenor of 3 years.
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GBP_SONIA_1100_4Y
public static final SwapIndex GBP_SONIA_1100_4Y
GBP SONIA Swap Rates 1100 for tenor of 4 years.
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GBP_SONIA_1100_5Y
public static final SwapIndex GBP_SONIA_1100_5Y
GBP SONIA Swap Rates 1100 for tenor of 5 years.
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GBP_SONIA_1100_6Y
public static final SwapIndex GBP_SONIA_1100_6Y
GBP SONIA Swap Rates 1100 for tenor of 6 years.
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GBP_SONIA_1100_7Y
public static final SwapIndex GBP_SONIA_1100_7Y
GBP SONIA Swap Rates 1100 for tenor of 7 years.
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GBP_SONIA_1100_8Y
public static final SwapIndex GBP_SONIA_1100_8Y
GBP SONIA Swap Rates 1100 for tenor of 8 years.
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GBP_SONIA_1100_9Y
public static final SwapIndex GBP_SONIA_1100_9Y
GBP SONIA Swap Rates 1100 for tenor of 9 years.
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GBP_SONIA_1100_10Y
public static final SwapIndex GBP_SONIA_1100_10Y
GBP SONIA Swap Rates 1100 for tenor of 10 years.
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GBP_SONIA_1100_12Y
public static final SwapIndex GBP_SONIA_1100_12Y
GBP SONIA Swap Rates 1100 for tenor of 12 years.
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GBP_SONIA_1100_15Y
public static final SwapIndex GBP_SONIA_1100_15Y
GBP SONIA Swap Rates 1100 for tenor of 15 years.
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GBP_SONIA_1100_20Y
public static final SwapIndex GBP_SONIA_1100_20Y
GBP SONIA Swap Rates 1100 for tenor of 20 years.
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GBP_SONIA_1100_25Y
public static final SwapIndex GBP_SONIA_1100_25Y
GBP SONIA Swap Rates 1100 for tenor of 25 years.
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GBP_SONIA_1100_30Y
public static final SwapIndex GBP_SONIA_1100_30Y
GBP SONIA Swap Rates 1100 for tenor of 30 years.
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