Class FixedInflationSwapConventions
- java.lang.Object
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- com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
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public final class FixedInflationSwapConventions extends Object
Fixed-Inflation swap conventions.
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Field Summary
Fields Modifier and Type Field Description static FixedInflationSwapConvention
CHF_FIXED_ZC_CH_CPI
CHF vanilla fixed vs Switzerland CPI swap.static FixedInflationSwapConvention
EUR_FIXED_ZC_EU_AI_CPI
Euro vanilla fixed vs Europe CPI swap.static FixedInflationSwapConvention
EUR_FIXED_ZC_EU_EXT_CPI
Euro vanilla fixed vs Europe (Excluding Tobacco) CPI swap.static FixedInflationSwapConvention
EUR_FIXED_ZC_FR_CPI
Euro vanilla fixed vs France CPI swap.static FixedInflationSwapConvention
GBP_FIXED_ZC_GB_HCIP
Deprecated.UseGBP_FIXED_ZC_GB_HICP
.static FixedInflationSwapConvention
GBP_FIXED_ZC_GB_HICP
GBP vanilla fixed vs UK HICP swap.static FixedInflationSwapConvention
GBP_FIXED_ZC_GB_RPI
GBP vanilla fixed vs UK RPI swap.static FixedInflationSwapConvention
GBP_FIXED_ZC_GB_RPIX
GBP vanilla fixed vs UK RPIX swap.static FixedInflationSwapConvention
JPY_FIXED_ZC_JP_CPI
JPY vanilla fixed vs Japan (Excluding Fresh Food) CPI swap.static FixedInflationSwapConvention
USD_FIXED_ZC_US_CPI
USD(NY) vanilla fixed vs US Urban consumers CPI swap.
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Field Detail
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GBP_FIXED_ZC_GB_HICP
public static final FixedInflationSwapConvention GBP_FIXED_ZC_GB_HICP
GBP vanilla fixed vs UK HICP swap. Both legs are zero-coupon; the fixed rate is compounded.
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GBP_FIXED_ZC_GB_HCIP
@Deprecated public static final FixedInflationSwapConvention GBP_FIXED_ZC_GB_HCIP
Deprecated.UseGBP_FIXED_ZC_GB_HICP
.GBP vanilla fixed vs UK HICP swap. Both legs are zero-coupon; the fixed rate is compounded.
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GBP_FIXED_ZC_GB_RPI
public static final FixedInflationSwapConvention GBP_FIXED_ZC_GB_RPI
GBP vanilla fixed vs UK RPI swap. Both legs are zero-coupon; the fixed rate is compounded.
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GBP_FIXED_ZC_GB_RPIX
public static final FixedInflationSwapConvention GBP_FIXED_ZC_GB_RPIX
GBP vanilla fixed vs UK RPIX swap. Both legs are zero-coupon; the fixed rate is compounded.
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CHF_FIXED_ZC_CH_CPI
public static final FixedInflationSwapConvention CHF_FIXED_ZC_CH_CPI
CHF vanilla fixed vs Switzerland CPI swap. Both legs are zero-coupon; the fixed rate is compounded.
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EUR_FIXED_ZC_EU_AI_CPI
public static final FixedInflationSwapConvention EUR_FIXED_ZC_EU_AI_CPI
Euro vanilla fixed vs Europe CPI swap. Both legs are zero-coupon; the fixed rate is compounded.
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EUR_FIXED_ZC_EU_EXT_CPI
public static final FixedInflationSwapConvention EUR_FIXED_ZC_EU_EXT_CPI
Euro vanilla fixed vs Europe (Excluding Tobacco) CPI swap. Both legs are zero-coupon; the fixed rate is compounded.
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JPY_FIXED_ZC_JP_CPI
public static final FixedInflationSwapConvention JPY_FIXED_ZC_JP_CPI
JPY vanilla fixed vs Japan (Excluding Fresh Food) CPI swap. Both legs are zero-coupon; the fixed rate is compounded.
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USD_FIXED_ZC_US_CPI
public static final FixedInflationSwapConvention USD_FIXED_ZC_US_CPI
USD(NY) vanilla fixed vs US Urban consumers CPI swap. Both legs are zero-coupon; the fixed rate is compounded.
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EUR_FIXED_ZC_FR_CPI
public static final FixedInflationSwapConvention EUR_FIXED_ZC_FR_CPI
Euro vanilla fixed vs France CPI swap. Both legs are zero-coupon; the fixed rate is compounded.
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