Class SwapIndices
- java.lang.Object
-
- com.opengamma.strata.product.swap.SwapIndices
-
public final class SwapIndices extends Object
Constants and implementations for standard swap indices.Each constant returns a standard definition of the specified index.
-
-
Field Summary
Fields Modifier and Type Field Description static SwapIndex
EUR_EURIBOR_1100_10Y
EUR Rates 1100 for tenor of 10 years.static SwapIndex
EUR_EURIBOR_1100_12Y
EUR Rates 1100 for tenor of 12 years.static SwapIndex
EUR_EURIBOR_1100_15Y
EUR Rates 1100 for tenor of 15 years.static SwapIndex
EUR_EURIBOR_1100_1Y
EUR Rates 1100 for tenor of 1 year.static SwapIndex
EUR_EURIBOR_1100_20Y
EUR Rates 1100 for tenor of 20 years.static SwapIndex
EUR_EURIBOR_1100_25Y
EUR Rates 1100 for tenor of 25 years.static SwapIndex
EUR_EURIBOR_1100_2Y
EUR Rates 1100 for tenor of 2 years.static SwapIndex
EUR_EURIBOR_1100_30Y
EUR Rates 1100 for tenor of 30 years.static SwapIndex
EUR_EURIBOR_1100_3Y
EUR Rates 1100 for tenor of 3 years.static SwapIndex
EUR_EURIBOR_1100_4Y
EUR Rates 1100 for tenor of 4 years.static SwapIndex
EUR_EURIBOR_1100_5Y
EUR Rates 1100 for tenor of 5 years.static SwapIndex
EUR_EURIBOR_1100_6Y
EUR Rates 1100 for tenor of 6 years.static SwapIndex
EUR_EURIBOR_1100_7Y
EUR Rates 1100 for tenor of 7 years.static SwapIndex
EUR_EURIBOR_1100_8Y
EUR Rates 1100 for tenor of 8 years.static SwapIndex
EUR_EURIBOR_1100_9Y
EUR Rates 1100 for tenor of 9 years.static SwapIndex
EUR_EURIBOR_1200_10Y
EUR Rates 1200 for tenor of 10 years.static SwapIndex
EUR_EURIBOR_1200_12Y
EUR Rates 1200 for tenor of 12 years.static SwapIndex
EUR_EURIBOR_1200_15Y
EUR Rates 1200 for tenor of 15 years.static SwapIndex
EUR_EURIBOR_1200_1Y
EUR Rates 1200 for tenor of 1 year.static SwapIndex
EUR_EURIBOR_1200_20Y
EUR Rates 1200 for tenor of 20 years.static SwapIndex
EUR_EURIBOR_1200_25Y
EUR Rates 1200 for tenor of 25 years.static SwapIndex
EUR_EURIBOR_1200_2Y
EUR Rates 1200 for tenor of 2 years.static SwapIndex
EUR_EURIBOR_1200_30Y
EUR Rates 1200 for tenor of 30 years.static SwapIndex
EUR_EURIBOR_1200_3Y
EUR Rates 1200 for tenor of 3 years.static SwapIndex
EUR_EURIBOR_1200_4Y
EUR Rates 1200 for tenor of 4 years.static SwapIndex
EUR_EURIBOR_1200_5Y
EUR Rates 1200 for tenor of 5 years.static SwapIndex
EUR_EURIBOR_1200_6Y
EUR Rates 1200 for tenor of 6 years.static SwapIndex
EUR_EURIBOR_1200_7Y
EUR Rates 1200 for tenor of 7 years.static SwapIndex
EUR_EURIBOR_1200_8Y
EUR Rates 1200 for tenor of 8 years.static SwapIndex
EUR_EURIBOR_1200_9Y
EUR Rates 1200 for tenor of 9 years.static SwapIndex
GBP_LIBOR_1100_10Y
GBP Rates 1100 for tenor of 10 years.static SwapIndex
GBP_LIBOR_1100_12Y
GBP Rates 1100 for tenor of 12 years.static SwapIndex
GBP_LIBOR_1100_15Y
GBP Rates 1100 for tenor of 15 years.static SwapIndex
GBP_LIBOR_1100_1Y
GBP Rates 1100 for tenor of 1 year.static SwapIndex
GBP_LIBOR_1100_20Y
GBP Rates 1100 for tenor of 20 years.static SwapIndex
GBP_LIBOR_1100_25Y
GBP Rates 1100 for tenor of 25 years.static SwapIndex
GBP_LIBOR_1100_2Y
GBP Rates 1100 for tenor of 2 years.static SwapIndex
GBP_LIBOR_1100_30Y
GBP Rates 1100 for tenor of 30 years.static SwapIndex
GBP_LIBOR_1100_3Y
GBP Rates 1100 for tenor of 3 years.static SwapIndex
GBP_LIBOR_1100_4Y
GBP Rates 1100 for tenor of 4 years.static SwapIndex
GBP_LIBOR_1100_5Y
GBP Rates 1100 for tenor of 5 years.static SwapIndex
GBP_LIBOR_1100_6Y
GBP Rates 1100 for tenor of 6 years.static SwapIndex
GBP_LIBOR_1100_7Y
GBP Rates 1100 for tenor of 7 years.static SwapIndex
GBP_LIBOR_1100_8Y
GBP Rates 1100 for tenor of 8 years.static SwapIndex
GBP_LIBOR_1100_9Y
GBP Rates 1100 for tenor of 9 years.static SwapIndex
GBP_SONIA_1100_10Y
GBP SONIA Swap Rates 1100 for tenor of 10 years.static SwapIndex
GBP_SONIA_1100_12Y
GBP SONIA Swap Rates 1100 for tenor of 12 years.static SwapIndex
GBP_SONIA_1100_15Y
GBP SONIA Swap Rates 1100 for tenor of 15 years.static SwapIndex
GBP_SONIA_1100_1Y
GBP SONIA Swap Rates 1100 for tenor of 1 year.static SwapIndex
GBP_SONIA_1100_20Y
GBP SONIA Swap Rates 1100 for tenor of 20 years.static SwapIndex
GBP_SONIA_1100_25Y
GBP SONIA Swap Rates 1100 for tenor of 25 years.static SwapIndex
GBP_SONIA_1100_2Y
GBP SONIA Swap Rates 1100 for tenor of 2 years.static SwapIndex
GBP_SONIA_1100_30Y
GBP SONIA Swap Rates 1100 for tenor of 30 years.static SwapIndex
GBP_SONIA_1100_3Y
GBP SONIA Swap Rates 1100 for tenor of 3 years.static SwapIndex
GBP_SONIA_1100_4Y
GBP SONIA Swap Rates 1100 for tenor of 4 years.static SwapIndex
GBP_SONIA_1100_5Y
GBP SONIA Swap Rates 1100 for tenor of 5 years.static SwapIndex
GBP_SONIA_1100_6Y
GBP SONIA Swap Rates 1100 for tenor of 6 years.static SwapIndex
GBP_SONIA_1100_7Y
GBP SONIA Swap Rates 1100 for tenor of 7 years.static SwapIndex
GBP_SONIA_1100_8Y
GBP SONIA Swap Rates 1100 for tenor of 8 years.static SwapIndex
GBP_SONIA_1100_9Y
GBP SONIA Swap Rates 1100 for tenor of 9 years.static SwapIndex
USD_LIBOR_1100_10Y
USD Rates 1100 for tenor of 10 years.static SwapIndex
USD_LIBOR_1100_15Y
USD Rates 1100 for tenor of 15 years.static SwapIndex
USD_LIBOR_1100_1Y
USD Rates 1100 for tenor of 1 year.static SwapIndex
USD_LIBOR_1100_20Y
USD Rates 1100 for tenor of 20 years.static SwapIndex
USD_LIBOR_1100_2Y
USD Rates 1100 for tenor of 2 years.static SwapIndex
USD_LIBOR_1100_30Y
USD Rates 1100 for tenor of 30 years.static SwapIndex
USD_LIBOR_1100_3Y
USD Rates 1100 for tenor of 3 years.static SwapIndex
USD_LIBOR_1100_4Y
USD Rates 1100 for tenor of 4 years.static SwapIndex
USD_LIBOR_1100_5Y
USD Rates 1100 for tenor of 5 years.static SwapIndex
USD_LIBOR_1100_6Y
USD Rates 1100 for tenor of 6 years.static SwapIndex
USD_LIBOR_1100_7Y
USD Rates 1100 for tenor of 7 years.static SwapIndex
USD_LIBOR_1100_8Y
USD Rates 1100 for tenor of 8 years.static SwapIndex
USD_LIBOR_1100_9Y
USD Rates 1100 for tenor of 9 years.static SwapIndex
USD_LIBOR_1500_1Y
USD Rates 1500 for tenor of 1 year.static SwapIndex
USD_SOFR_1100_10Y
USD SOFR Swap Rates 1100 for tenor of 10 years.static SwapIndex
USD_SOFR_1100_15Y
USD SOFR Swap Rates 1100 for tenor of 15 years.static SwapIndex
USD_SOFR_1100_1Y
USD SOFR Swap Rates 1100 for tenor of 1 year.static SwapIndex
USD_SOFR_1100_20Y
USD SOFR Swap Rates 1100 for tenor of 20 years.static SwapIndex
USD_SOFR_1100_2Y
USD SOFR Swap Rates 1100 for tenor of 2 years.static SwapIndex
USD_SOFR_1100_30Y
USD SOFR Swap Rates 1100 for tenor of 30 years.static SwapIndex
USD_SOFR_1100_3Y
USD SOFR Swap Rates 1100 for tenor of 3 years.static SwapIndex
USD_SOFR_1100_4Y
USD SOFR Swap Rates 1100 for tenor of 4 years.static SwapIndex
USD_SOFR_1100_5Y
USD SOFR Swap Rates 1100 for tenor of 5 years.static SwapIndex
USD_SOFR_1100_6Y
USD SOFR Swap Rates 1100 for tenor of 6 years.static SwapIndex
USD_SOFR_1100_7Y
USD SOFR Swap Rates 1100 for tenor of 7 years.static SwapIndex
USD_SOFR_1100_8Y
USD SOFR Swap Rates 1100 for tenor of 8 years.static SwapIndex
USD_SOFR_1100_9Y
USD SOFR Swap Rates 1100 for tenor of 9 years.
-
-
-
Field Detail
-
USD_LIBOR_1100_1Y
public static final SwapIndex USD_LIBOR_1100_1Y
USD Rates 1100 for tenor of 1 year.
-
USD_LIBOR_1100_2Y
public static final SwapIndex USD_LIBOR_1100_2Y
USD Rates 1100 for tenor of 2 years.
-
USD_LIBOR_1100_3Y
public static final SwapIndex USD_LIBOR_1100_3Y
USD Rates 1100 for tenor of 3 years.
-
USD_LIBOR_1100_4Y
public static final SwapIndex USD_LIBOR_1100_4Y
USD Rates 1100 for tenor of 4 years.
-
USD_LIBOR_1100_5Y
public static final SwapIndex USD_LIBOR_1100_5Y
USD Rates 1100 for tenor of 5 years.
-
USD_LIBOR_1100_6Y
public static final SwapIndex USD_LIBOR_1100_6Y
USD Rates 1100 for tenor of 6 years.
-
USD_LIBOR_1100_7Y
public static final SwapIndex USD_LIBOR_1100_7Y
USD Rates 1100 for tenor of 7 years.
-
USD_LIBOR_1100_8Y
public static final SwapIndex USD_LIBOR_1100_8Y
USD Rates 1100 for tenor of 8 years.
-
USD_LIBOR_1100_9Y
public static final SwapIndex USD_LIBOR_1100_9Y
USD Rates 1100 for tenor of 9 years.
-
USD_LIBOR_1100_10Y
public static final SwapIndex USD_LIBOR_1100_10Y
USD Rates 1100 for tenor of 10 years.
-
USD_LIBOR_1100_15Y
public static final SwapIndex USD_LIBOR_1100_15Y
USD Rates 1100 for tenor of 15 years.
-
USD_LIBOR_1100_20Y
public static final SwapIndex USD_LIBOR_1100_20Y
USD Rates 1100 for tenor of 20 years.
-
USD_LIBOR_1100_30Y
public static final SwapIndex USD_LIBOR_1100_30Y
USD Rates 1100 for tenor of 30 years.
-
USD_LIBOR_1500_1Y
public static final SwapIndex USD_LIBOR_1500_1Y
USD Rates 1500 for tenor of 1 year.
-
USD_SOFR_1100_1Y
public static final SwapIndex USD_SOFR_1100_1Y
USD SOFR Swap Rates 1100 for tenor of 1 year.
-
USD_SOFR_1100_2Y
public static final SwapIndex USD_SOFR_1100_2Y
USD SOFR Swap Rates 1100 for tenor of 2 years.
-
USD_SOFR_1100_3Y
public static final SwapIndex USD_SOFR_1100_3Y
USD SOFR Swap Rates 1100 for tenor of 3 years.
-
USD_SOFR_1100_4Y
public static final SwapIndex USD_SOFR_1100_4Y
USD SOFR Swap Rates 1100 for tenor of 4 years.
-
USD_SOFR_1100_5Y
public static final SwapIndex USD_SOFR_1100_5Y
USD SOFR Swap Rates 1100 for tenor of 5 years.
-
USD_SOFR_1100_6Y
public static final SwapIndex USD_SOFR_1100_6Y
USD SOFR Swap Rates 1100 for tenor of 6 years.
-
USD_SOFR_1100_7Y
public static final SwapIndex USD_SOFR_1100_7Y
USD SOFR Swap Rates 1100 for tenor of 7 years.
-
USD_SOFR_1100_8Y
public static final SwapIndex USD_SOFR_1100_8Y
USD SOFR Swap Rates 1100 for tenor of 8 years.
-
USD_SOFR_1100_9Y
public static final SwapIndex USD_SOFR_1100_9Y
USD SOFR Swap Rates 1100 for tenor of 9 years.
-
USD_SOFR_1100_10Y
public static final SwapIndex USD_SOFR_1100_10Y
USD SOFR Swap Rates 1100 for tenor of 10 years.
-
USD_SOFR_1100_15Y
public static final SwapIndex USD_SOFR_1100_15Y
USD SOFR Swap Rates 1100 for tenor of 15 years.
-
USD_SOFR_1100_20Y
public static final SwapIndex USD_SOFR_1100_20Y
USD SOFR Swap Rates 1100 for tenor of 20 years.
-
USD_SOFR_1100_30Y
public static final SwapIndex USD_SOFR_1100_30Y
USD SOFR Swap Rates 1100 for tenor of 30 years.
-
EUR_EURIBOR_1100_1Y
public static final SwapIndex EUR_EURIBOR_1100_1Y
EUR Rates 1100 for tenor of 1 year.
-
EUR_EURIBOR_1100_2Y
public static final SwapIndex EUR_EURIBOR_1100_2Y
EUR Rates 1100 for tenor of 2 years.
-
EUR_EURIBOR_1100_3Y
public static final SwapIndex EUR_EURIBOR_1100_3Y
EUR Rates 1100 for tenor of 3 years.
-
EUR_EURIBOR_1100_4Y
public static final SwapIndex EUR_EURIBOR_1100_4Y
EUR Rates 1100 for tenor of 4 years.
-
EUR_EURIBOR_1100_5Y
public static final SwapIndex EUR_EURIBOR_1100_5Y
EUR Rates 1100 for tenor of 5 years.
-
EUR_EURIBOR_1100_6Y
public static final SwapIndex EUR_EURIBOR_1100_6Y
EUR Rates 1100 for tenor of 6 years.
-
EUR_EURIBOR_1100_7Y
public static final SwapIndex EUR_EURIBOR_1100_7Y
EUR Rates 1100 for tenor of 7 years.
-
EUR_EURIBOR_1100_8Y
public static final SwapIndex EUR_EURIBOR_1100_8Y
EUR Rates 1100 for tenor of 8 years.
-
EUR_EURIBOR_1100_9Y
public static final SwapIndex EUR_EURIBOR_1100_9Y
EUR Rates 1100 for tenor of 9 years.
-
EUR_EURIBOR_1100_10Y
public static final SwapIndex EUR_EURIBOR_1100_10Y
EUR Rates 1100 for tenor of 10 years.
-
EUR_EURIBOR_1100_12Y
public static final SwapIndex EUR_EURIBOR_1100_12Y
EUR Rates 1100 for tenor of 12 years.
-
EUR_EURIBOR_1100_15Y
public static final SwapIndex EUR_EURIBOR_1100_15Y
EUR Rates 1100 for tenor of 15 years.
-
EUR_EURIBOR_1100_20Y
public static final SwapIndex EUR_EURIBOR_1100_20Y
EUR Rates 1100 for tenor of 20 years.
-
EUR_EURIBOR_1100_25Y
public static final SwapIndex EUR_EURIBOR_1100_25Y
EUR Rates 1100 for tenor of 25 years.
-
EUR_EURIBOR_1100_30Y
public static final SwapIndex EUR_EURIBOR_1100_30Y
EUR Rates 1100 for tenor of 30 years.
-
EUR_EURIBOR_1200_1Y
public static final SwapIndex EUR_EURIBOR_1200_1Y
EUR Rates 1200 for tenor of 1 year.
-
EUR_EURIBOR_1200_2Y
public static final SwapIndex EUR_EURIBOR_1200_2Y
EUR Rates 1200 for tenor of 2 years.
-
EUR_EURIBOR_1200_3Y
public static final SwapIndex EUR_EURIBOR_1200_3Y
EUR Rates 1200 for tenor of 3 years.
-
EUR_EURIBOR_1200_4Y
public static final SwapIndex EUR_EURIBOR_1200_4Y
EUR Rates 1200 for tenor of 4 years.
-
EUR_EURIBOR_1200_5Y
public static final SwapIndex EUR_EURIBOR_1200_5Y
EUR Rates 1200 for tenor of 5 years.
-
EUR_EURIBOR_1200_6Y
public static final SwapIndex EUR_EURIBOR_1200_6Y
EUR Rates 1200 for tenor of 6 years.
-
EUR_EURIBOR_1200_7Y
public static final SwapIndex EUR_EURIBOR_1200_7Y
EUR Rates 1200 for tenor of 7 years.
-
EUR_EURIBOR_1200_8Y
public static final SwapIndex EUR_EURIBOR_1200_8Y
EUR Rates 1200 for tenor of 8 years.
-
EUR_EURIBOR_1200_9Y
public static final SwapIndex EUR_EURIBOR_1200_9Y
EUR Rates 1200 for tenor of 9 years.
-
EUR_EURIBOR_1200_10Y
public static final SwapIndex EUR_EURIBOR_1200_10Y
EUR Rates 1200 for tenor of 10 years.
-
EUR_EURIBOR_1200_12Y
public static final SwapIndex EUR_EURIBOR_1200_12Y
EUR Rates 1200 for tenor of 12 years.
-
EUR_EURIBOR_1200_15Y
public static final SwapIndex EUR_EURIBOR_1200_15Y
EUR Rates 1200 for tenor of 15 years.
-
EUR_EURIBOR_1200_20Y
public static final SwapIndex EUR_EURIBOR_1200_20Y
EUR Rates 1200 for tenor of 20 years.
-
EUR_EURIBOR_1200_25Y
public static final SwapIndex EUR_EURIBOR_1200_25Y
EUR Rates 1200 for tenor of 25 years.
-
EUR_EURIBOR_1200_30Y
public static final SwapIndex EUR_EURIBOR_1200_30Y
EUR Rates 1200 for tenor of 30 years.
-
GBP_LIBOR_1100_1Y
public static final SwapIndex GBP_LIBOR_1100_1Y
GBP Rates 1100 for tenor of 1 year.
-
GBP_LIBOR_1100_2Y
public static final SwapIndex GBP_LIBOR_1100_2Y
GBP Rates 1100 for tenor of 2 years.
-
GBP_LIBOR_1100_3Y
public static final SwapIndex GBP_LIBOR_1100_3Y
GBP Rates 1100 for tenor of 3 years.
-
GBP_LIBOR_1100_4Y
public static final SwapIndex GBP_LIBOR_1100_4Y
GBP Rates 1100 for tenor of 4 years.
-
GBP_LIBOR_1100_5Y
public static final SwapIndex GBP_LIBOR_1100_5Y
GBP Rates 1100 for tenor of 5 years.
-
GBP_LIBOR_1100_6Y
public static final SwapIndex GBP_LIBOR_1100_6Y
GBP Rates 1100 for tenor of 6 years.
-
GBP_LIBOR_1100_7Y
public static final SwapIndex GBP_LIBOR_1100_7Y
GBP Rates 1100 for tenor of 7 years.
-
GBP_LIBOR_1100_8Y
public static final SwapIndex GBP_LIBOR_1100_8Y
GBP Rates 1100 for tenor of 8 years.
-
GBP_LIBOR_1100_9Y
public static final SwapIndex GBP_LIBOR_1100_9Y
GBP Rates 1100 for tenor of 9 years.
-
GBP_LIBOR_1100_10Y
public static final SwapIndex GBP_LIBOR_1100_10Y
GBP Rates 1100 for tenor of 10 years.
-
GBP_LIBOR_1100_12Y
public static final SwapIndex GBP_LIBOR_1100_12Y
GBP Rates 1100 for tenor of 12 years.
-
GBP_LIBOR_1100_15Y
public static final SwapIndex GBP_LIBOR_1100_15Y
GBP Rates 1100 for tenor of 15 years.
-
GBP_LIBOR_1100_20Y
public static final SwapIndex GBP_LIBOR_1100_20Y
GBP Rates 1100 for tenor of 20 years.
-
GBP_LIBOR_1100_25Y
public static final SwapIndex GBP_LIBOR_1100_25Y
GBP Rates 1100 for tenor of 25 years.
-
GBP_LIBOR_1100_30Y
public static final SwapIndex GBP_LIBOR_1100_30Y
GBP Rates 1100 for tenor of 30 years.
-
GBP_SONIA_1100_1Y
public static final SwapIndex GBP_SONIA_1100_1Y
GBP SONIA Swap Rates 1100 for tenor of 1 year.
-
GBP_SONIA_1100_2Y
public static final SwapIndex GBP_SONIA_1100_2Y
GBP SONIA Swap Rates 1100 for tenor of 2 years.
-
GBP_SONIA_1100_3Y
public static final SwapIndex GBP_SONIA_1100_3Y
GBP SONIA Swap Rates 1100 for tenor of 3 years.
-
GBP_SONIA_1100_4Y
public static final SwapIndex GBP_SONIA_1100_4Y
GBP SONIA Swap Rates 1100 for tenor of 4 years.
-
GBP_SONIA_1100_5Y
public static final SwapIndex GBP_SONIA_1100_5Y
GBP SONIA Swap Rates 1100 for tenor of 5 years.
-
GBP_SONIA_1100_6Y
public static final SwapIndex GBP_SONIA_1100_6Y
GBP SONIA Swap Rates 1100 for tenor of 6 years.
-
GBP_SONIA_1100_7Y
public static final SwapIndex GBP_SONIA_1100_7Y
GBP SONIA Swap Rates 1100 for tenor of 7 years.
-
GBP_SONIA_1100_8Y
public static final SwapIndex GBP_SONIA_1100_8Y
GBP SONIA Swap Rates 1100 for tenor of 8 years.
-
GBP_SONIA_1100_9Y
public static final SwapIndex GBP_SONIA_1100_9Y
GBP SONIA Swap Rates 1100 for tenor of 9 years.
-
GBP_SONIA_1100_10Y
public static final SwapIndex GBP_SONIA_1100_10Y
GBP SONIA Swap Rates 1100 for tenor of 10 years.
-
GBP_SONIA_1100_12Y
public static final SwapIndex GBP_SONIA_1100_12Y
GBP SONIA Swap Rates 1100 for tenor of 12 years.
-
GBP_SONIA_1100_15Y
public static final SwapIndex GBP_SONIA_1100_15Y
GBP SONIA Swap Rates 1100 for tenor of 15 years.
-
GBP_SONIA_1100_20Y
public static final SwapIndex GBP_SONIA_1100_20Y
GBP SONIA Swap Rates 1100 for tenor of 20 years.
-
GBP_SONIA_1100_25Y
public static final SwapIndex GBP_SONIA_1100_25Y
GBP SONIA Swap Rates 1100 for tenor of 25 years.
-
GBP_SONIA_1100_30Y
public static final SwapIndex GBP_SONIA_1100_30Y
GBP SONIA Swap Rates 1100 for tenor of 30 years.
-
-