Package com.opengamma.strata.product.swap.type

Interface SwapLegConvention

All Known Subinterfaces:

FloatRateSwapLegConvention

All Known Implementing Classes:

FixedRateSwapLegConvention, IborRateSwapLegConvention, InflationRateSwapLegConvention, OvernightRateSwapLegConvention

public interface SwapLegConvention

A market convention for swap legs.

A convention contains key information that is commonly used in the market. Two legs are often combined to form a TradeConvention for a swap, such as FixedIborSwapConvention or FixedOvernightSwapConvention.

Each implementation should provide a method with the name toLeg with whatever arguments are necessary to complete the leg.

Implementations must be immutable and thread-safe beans.