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

```
public final class FixedOvernightSwapConventions
extends Object
```
Market standard Fixed-Overnight swap conventions.
https://quant.opengamma.io/Interest-Rate-Instruments-and-Market-Conventions.pdf

Field Summary

Fields
Modifier and Type	Field	Description
`static FixedOvernightSwapConvention`	`CHF_FIXED_1Y_SARON_OIS`	The 'CHF-FIXED-1Y-SARON-OIS' swap convention.
`static FixedOvernightSwapConvention`	`CHF_FIXED_TERM_SARON_OIS`	The 'CHF-FIXED-TERM-SARON-OIS' swap convention.
`static FixedOvernightSwapConvention`	`EUR_FIXED_1Y_EONIA_OIS`	The 'EUR-FIXED-1Y-EONIA-OIS' swap convention.
`static FixedOvernightSwapConvention`	`EUR_FIXED_1Y_ESTR_OIS`	The 'EUR-FIXED-1Y-ESTR-OIS' swap convention.
`static FixedOvernightSwapConvention`	`EUR_FIXED_TERM_EONIA_OIS`	The 'EUR-FIXED-TERM-EONIA-OIS' swap convention.
`static FixedOvernightSwapConvention`	`EUR_FIXED_TERM_ESTR_OIS`	The 'EUR-FIXED-TERM-ESTR-OIS' swap convention.
`static FixedOvernightSwapConvention`	`GBP_FIXED_1Y_SONIA_OIS`	The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.
`static FixedOvernightSwapConvention`	`GBP_FIXED_TERM_SONIA_OIS`	The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.
`static FixedOvernightSwapConvention`	`JPY_FIXED_1Y_TONAR_OIS`	The 'JPY-FIXED-1Y-TONAR-OIS' swap convention.
`static FixedOvernightSwapConvention`	`JPY_FIXED_TERM_TONAR_OIS`	The 'JPY_FIXED_TERM_TONAR-OIS' swap convention.
`static FixedOvernightSwapConvention`	`USD_FIXED_1Y_FED_FUND_OIS`	The 'USD-FIXED-1Y-FED-FUND-OIS' swap convention.
`static FixedOvernightSwapConvention`	`USD_FIXED_1Y_SOFR_OIS`	The 'USD-FIXED-1Y-SOFR-OIS' swap convention.
`static FixedOvernightSwapConvention`	`USD_FIXED_TERM_FED_FUND_OIS`	The 'USD-FIXED-TERM-FED-FUND-OIS' swap convention.
`static FixedOvernightSwapConvention`	`USD_FIXED_TERM_SOFR_OIS`	The 'USD-FIXED-TERM-SOFR-OIS' swap convention.

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

- Field Detail
  - USD_FIXED_TERM_FED_FUND_OIS
```
public static final FixedOvernightSwapConvention USD_FIXED_TERM_FED_FUND_OIS
```
    The 'USD-FIXED-TERM-FED-FUND-OIS' swap convention.
    USD fixed vs Fed Fund OIS swap for terms less than or equal to one year. Both legs pay once at the end and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - USD_FIXED_1Y_FED_FUND_OIS
```
public static final FixedOvernightSwapConvention USD_FIXED_1Y_FED_FUND_OIS
```
    The 'USD-FIXED-1Y-FED-FUND-OIS' swap convention.
    USD fixed vs Fed Fund OIS swap for terms greater than one year. Both legs pay annually and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - USD_FIXED_TERM_SOFR_OIS
```
public static final FixedOvernightSwapConvention USD_FIXED_TERM_SOFR_OIS
```
    The 'USD-FIXED-TERM-SOFR-OIS' swap convention.
    USD fixed vs SOFR OIS swap for terms less than or equal to one year. Both legs pay annually and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - USD_FIXED_1Y_SOFR_OIS
```
public static final FixedOvernightSwapConvention USD_FIXED_1Y_SOFR_OIS
```
    The 'USD-FIXED-1Y-SOFR-OIS' swap convention.
    USD fixed vs SOFR OIS swap for terms greater than one year. Both legs pay annually and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - CHF_FIXED_TERM_SARON_OIS
```
public static final FixedOvernightSwapConvention CHF_FIXED_TERM_SARON_OIS
```
    The 'CHF-FIXED-TERM-SARON-OIS' swap convention.
    CHF fixed vs SARON OIS swap for terms less than or equal to one year. Both legs pay annually and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - CHF_FIXED_1Y_SARON_OIS
```
public static final FixedOvernightSwapConvention CHF_FIXED_1Y_SARON_OIS
```
    The 'CHF-FIXED-1Y-SARON-OIS' swap convention.
    CHF fixed vs SARON OIS swap for terms greater than one year. Both legs pay annually and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - EUR_FIXED_TERM_EONIA_OIS
```
public static final FixedOvernightSwapConvention EUR_FIXED_TERM_EONIA_OIS
```
    The 'EUR-FIXED-TERM-EONIA-OIS' swap convention.
    EUR fixed vs EONIA OIS swap for terms less than or equal to one year. Both legs pay once at the end and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 1 day.
  - EUR_FIXED_1Y_EONIA_OIS
```
public static final FixedOvernightSwapConvention EUR_FIXED_1Y_EONIA_OIS
```
    The 'EUR-FIXED-1Y-EONIA-OIS' swap convention.
    EUR fixed vs EONIA OIS swap for terms greater than one year. Both legs pay annually and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 1 day.
  - EUR_FIXED_TERM_ESTR_OIS
```
public static final FixedOvernightSwapConvention EUR_FIXED_TERM_ESTR_OIS
```
    The 'EUR-FIXED-TERM-ESTR-OIS' swap convention.
    EUR fixed vs ESTR OIS swap for terms less than or equal to one year. Both legs pay once at the end and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - EUR_FIXED_1Y_ESTR_OIS
```
public static final FixedOvernightSwapConvention EUR_FIXED_1Y_ESTR_OIS
```
    The 'EUR-FIXED-1Y-ESTR-OIS' swap convention.
    EUR fixed vs ESTR OIS swap for terms greater than one year. Both legs pay annually and use day count 'Act/360'. The spot date offset is 2 days and the payment date offset is 2 days.
  - GBP_FIXED_TERM_SONIA_OIS
```
public static final FixedOvernightSwapConvention GBP_FIXED_TERM_SONIA_OIS
```
    The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.
    GBP fixed vs SONIA OIS swap for terms less than or equal to one year. Both legs pay once at the end and use day count 'Act/365F'. The spot date offset is 0 days and there is no payment date offset.
  - GBP_FIXED_1Y_SONIA_OIS
```
public static final FixedOvernightSwapConvention GBP_FIXED_1Y_SONIA_OIS
```
    The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.
    GBP fixed vs SONIA OIS swap for terms greater than one year. Both legs pay annually and use day count 'Act/365F'. The spot date offset is 0 days and there is no payment date offset.
  - JPY_FIXED_TERM_TONAR_OIS
```
public static final FixedOvernightSwapConvention JPY_FIXED_TERM_TONAR_OIS
```
    The 'JPY_FIXED_TERM_TONAR-OIS' swap convention.
    JPY fixed vs TONAR OIS swap for terms less than or equal to one year. Both legs pay once at the end and use day count 'Act/365F'. The spot date offset is 2 days and the payment date offset is 2 days.
  - JPY_FIXED_1Y_TONAR_OIS
```
public static final FixedOvernightSwapConvention JPY_FIXED_1Y_TONAR_OIS
```
    The 'JPY-FIXED-1Y-TONAR-OIS' swap convention.
    JPY fixed vs TONAR OIS swap for terms greater than one year. Both legs pay annually and use day count 'Act/365F'. The spot date offset is 2 days and the payment date offset is 2 days.

Class FixedOvernightSwapConventions

Field Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

USD_FIXED_TERM_FED_FUND_OIS

USD_FIXED_1Y_FED_FUND_OIS

USD_FIXED_TERM_SOFR_OIS

USD_FIXED_1Y_SOFR_OIS

CHF_FIXED_TERM_SARON_OIS

CHF_FIXED_1Y_SARON_OIS

EUR_FIXED_TERM_EONIA_OIS

EUR_FIXED_1Y_EONIA_OIS

EUR_FIXED_TERM_ESTR_OIS

EUR_FIXED_1Y_ESTR_OIS

GBP_FIXED_TERM_SONIA_OIS

GBP_FIXED_1Y_SONIA_OIS

JPY_FIXED_TERM_TONAR_OIS

JPY_FIXED_1Y_TONAR_OIS