OvernightIborSwapConventions (OpenGamma Strata)

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

```
public final class OvernightIborSwapConventions
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 OvernightIborSwapConvention`	`GBP_SONIA_OIS_1Y_LIBOR_3M`	The 'GBP-SONIA-OIS-1Y-LIBOR-3M' swap convention.
`static OvernightIborSwapConvention`	`USD_FED_FUND_AA_LIBOR_3M`	The 'USD-FED-FUND-AA-LIBOR-3M' 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_FED_FUND_AA_LIBOR_3M
```
public static final OvernightIborSwapConvention USD_FED_FUND_AA_LIBOR_3M
```
    The 'USD-FED-FUND-AA-LIBOR-3M' swap convention.
    USD Fed Fund Arithmetic Average 3M v Libor 3M swap. Both legs use day count 'Act/360'. The spot date offset is 2 days, the rate cut-off period is 2 days.
  - GBP_SONIA_OIS_1Y_LIBOR_3M
```
public static final OvernightIborSwapConvention GBP_SONIA_OIS_1Y_LIBOR_3M
```
    The 'GBP-SONIA-OIS-1Y-LIBOR-3M' swap convention.
    GBP Sonia compounded 1Y v LIBOR 3M . Both legs use day count 'Act/365F'. The spot date offset is 0 days and payment offset is 0 days.