- All Known Subinterfaces:
- All Known Implementing Classes:
public interface SwapLegConventionA 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
TradeConventionfor a swap, such as
Each implementation should provide a method with the name
toLegwith whatever arguments are necessary to complete the leg.
Implementations must be immutable and thread-safe beans.