Interface FixedFloatSwapConvention
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- All Superinterfaces:
Named,SingleCurrencySwapConvention,TradeConvention
- All Known Subinterfaces:
FixedIborSwapConvention,FixedOvernightSwapConvention
- All Known Implementing Classes:
ImmutableFixedIborSwapConvention,ImmutableFixedOvernightSwapConvention
public interface FixedFloatSwapConvention extends SingleCurrencySwapConvention
A market convention for Fixed-Float swap trades, covering Ibor and Overnight indices.This is a marker interface, see
FixedIborSwapConventionandFixedOvernightSwapConventionfor more information.
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Method Summary
All Methods Static Methods Instance Methods Abstract Methods Modifier and Type Method Description FixedRateSwapLegConventiongetFixedLeg()Gets the market convention of the fixed leg.FloatRateSwapLegConventiongetFloatingLeg()Gets the market convention of the floating leg.StringgetName()Gets the name that uniquely identifies this convention.static FixedFloatSwapConventionof(String uniqueName)Obtains an instance from the specified unique name.FixedFloatSwapTemplatetoTemplate(Tenor tenor)Obtains a template based on the specified tenor.-
Methods inherited from interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
calculateSpotDateFromTradeDate, createTrade, createTrade, getSpotDateOffset, toTrade, toTrade
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Method Detail
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of
static FixedFloatSwapConvention of(String uniqueName)
Obtains an instance from the specified unique name.- Parameters:
uniqueName- the unique name- Returns:
- the convention
- Throws:
IllegalArgumentException- if the name is not known
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getName
String getName()
Gets the name that uniquely identifies this convention.This name is used in serialization and can be parsed using
of(String).- Specified by:
getNamein interfaceNamed- Specified by:
getNamein interfaceSingleCurrencySwapConvention- Returns:
- the unique name
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getFixedLeg
FixedRateSwapLegConvention getFixedLeg()
Gets the market convention of the fixed leg.- Returns:
- the fixed leg convention
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getFloatingLeg
FloatRateSwapLegConvention getFloatingLeg()
Gets the market convention of the floating leg.- Returns:
- the floating leg convention
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toTemplate
FixedFloatSwapTemplate toTemplate(Tenor tenor)
Obtains a template based on the specified tenor.The swap will start on the spot date.
- Parameters:
tenor- the tenor of the swap- Returns:
- the template
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