Uses of Interface
com.opengamma.strata.product.swap.SwapIndex

Packages that use SwapIndex

Package	Description
com.opengamma.strata.product.cms	Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
com.opengamma.strata.product.swap	Entity objects describing a swap.

Uses of SwapIndex in com.opengamma.strata.product.cms

Methods in com.opengamma.strata.product.cms that return SwapIndex

Modifier and Type	Method	Description
SwapIndex	CmsLeg.getIndex()	Gets the swap index.
SwapIndex	CmsPeriod.getIndex()	Gets the swap index.
SwapIndex	ResolvedCmsLeg.getIndex()	Gets the swap index of the leg.

Methods in com.opengamma.strata.product.cms that return types with arguments of type SwapIndex

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<SwapIndex>	CmsLeg.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<SwapIndex>	CmsPeriod.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.product.cms with parameters of type SwapIndex

Modifier and Type	Method	Description
CmsLeg.Builder	CmsLeg.Builder.index(SwapIndex index)	Sets the swap index.
CmsPeriod.Builder	CmsPeriod.Builder.index(SwapIndex index)	Sets the swap index.

Uses of SwapIndex in com.opengamma.strata.product.swap

Classes in com.opengamma.strata.product.swap that implement SwapIndex

Modifier and Type	Class	Description
class	ImmutableSwapIndex	A swap index implementation based on an immutable set of rules.

Fields in com.opengamma.strata.product.swap declared as SwapIndex

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

Methods in com.opengamma.strata.product.swap that return SwapIndex

Modifier and Type	Method	Description
static SwapIndex	SwapIndex.of(String uniqueName)	Obtains an instance from the specified unique name.

Methods in com.opengamma.strata.product.swap that return types with arguments of type SwapIndex

Modifier and Type	Method	Description
static ExtendedEnum<SwapIndex>	SwapIndex.extendedEnum()	Gets the extended enum helper.