java.lang.Object
- com.opengamma.strata.product.swap.type.FixedInflationSwapConventions

public final class FixedInflationSwapConventions
extends Object

Fixed-Inflation swap conventions.

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. Use `GBP_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.

Method Summary
- Methods inherited from class java.lang.Object
  clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - 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.
  - GBP_FIXED_ZC_GB_HCIP
```
@Deprecated
public static final FixedInflationSwapConvention GBP_FIXED_ZC_GB_HCIP
```
    Deprecated.
    Use GBP_FIXED_ZC_GB_HICP.
    
    GBP vanilla fixed vs UK HICP swap. Both legs are zero-coupon; the fixed rate is compounded.
  - 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.
  - 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.
  - 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.
  - 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.
  - 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.
  - 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.
  - 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.
  - 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.

Class FixedInflationSwapConventions

Field Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

GBP_FIXED_ZC_GB_HICP

GBP_FIXED_ZC_GB_HCIP

GBP_FIXED_ZC_GB_RPI

GBP_FIXED_ZC_GB_RPIX

CHF_FIXED_ZC_CH_CPI

EUR_FIXED_ZC_EU_AI_CPI

EUR_FIXED_ZC_EU_EXT_CPI

JPY_FIXED_ZC_JP_CPI

USD_FIXED_ZC_US_CPI

EUR_FIXED_ZC_FR_CPI