Uses of Interface
com.opengamma.strata.product.swap.type.FixedFloatSwapConvention

Packages that use FixedFloatSwapConvention

Package	Description
com.opengamma.strata.pricer.swaption	Calculators for swaptions.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.

Uses of FixedFloatSwapConvention in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption that return FixedFloatSwapConvention

Modifier and Type	Method	Description
FixedFloatSwapConvention	BlackSwaptionExpiryTenorVolatilities.getConvention()	Gets the swap convention that the volatilities are to be used for.
FixedFloatSwapConvention	NormalSwaptionExpirySimpleMoneynessVolatilities.getConvention()	Gets the swap convention that the volatilities are to be used for.
FixedFloatSwapConvention	NormalSwaptionExpiryStrikeVolatilities.getConvention()	Gets the swap convention that the volatilities are to be used for.
FixedFloatSwapConvention	NormalSwaptionExpiryTenorVolatilities.getConvention()	Gets the swap convention that the volatilities are to be used for.
FixedFloatSwapConvention	SabrParametersSwaptionVolatilities.getConvention()	Gets the swap convention that the volatilities are to be used for.
FixedFloatSwapConvention	SabrSwaptionDefinition.getConvention()	Gets the swap convention that the volatilities are to be used for.
FixedFloatSwapConvention	SwaptionVolatilities.getConvention()	Gets the convention of the swap for which the data is valid.

Methods in com.opengamma.strata.pricer.swaption that return types with arguments of type FixedFloatSwapConvention

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<FixedFloatSwapConvention>	BlackSwaptionExpiryTenorVolatilities.Meta.convention()	The meta-property for the convention property.
org.joda.beans.MetaProperty<FixedFloatSwapConvention>	NormalSwaptionExpirySimpleMoneynessVolatilities.Meta.convention()	The meta-property for the convention property.
org.joda.beans.MetaProperty<FixedFloatSwapConvention>	NormalSwaptionExpiryStrikeVolatilities.Meta.convention()	The meta-property for the convention property.
org.joda.beans.MetaProperty<FixedFloatSwapConvention>	NormalSwaptionExpiryTenorVolatilities.Meta.convention()	The meta-property for the convention property.
org.joda.beans.MetaProperty<FixedFloatSwapConvention>	SabrParametersSwaptionVolatilities.Meta.convention()	The meta-property for the convention property.
org.joda.beans.MetaProperty<FixedFloatSwapConvention>	SabrSwaptionDefinition.Meta.convention()	The meta-property for the convention property.

Methods in com.opengamma.strata.pricer.swaption with parameters of type FixedFloatSwapConvention

Modifier and Type	Method	Description
SabrParametersSwaptionVolatilities.Builder	SabrParametersSwaptionVolatilities.Builder.convention(FixedFloatSwapConvention convention)	Sets the swap convention that the volatilities are to be used for.
static BlackSwaptionExpiryTenorVolatilities	BlackSwaptionExpiryTenorVolatilities.of(FixedFloatSwapConvention convention, ZonedDateTime valuationDateTime, Surface surface)	Obtains an instance from the implied volatility surface and the date-time for which it is valid.
static NormalSwaptionExpirySimpleMoneynessVolatilities	NormalSwaptionExpirySimpleMoneynessVolatilities.of(FixedFloatSwapConvention convention, ZonedDateTime valuationDateTime, Surface surface)	Obtains an instance from the implied volatility surface and the date-time for which it is valid.
static NormalSwaptionExpiryStrikeVolatilities	NormalSwaptionExpiryStrikeVolatilities.of(FixedFloatSwapConvention convention, ZonedDateTime valuationDateTime, Surface surface)	Obtains an instance from the implied volatility surface and the date-time for which it is valid.
static NormalSwaptionExpiryTenorVolatilities	NormalSwaptionExpiryTenorVolatilities.of(FixedFloatSwapConvention convention, ZonedDateTime valuationDateTime, Surface surface)	Obtains an instance from the implied volatility surface and the date-time for which it is valid.
static SabrParametersSwaptionVolatilities	SabrParametersSwaptionVolatilities.of(SwaptionVolatilitiesName name, FixedFloatSwapConvention convention, ZonedDateTime valuationDateTime, SabrInterestRateParameters parameters)	Obtains an instance from the SABR model parameters and the date-time for which it is valid.
static SabrSwaptionDefinition	SabrSwaptionDefinition.of(SwaptionVolatilitiesName name, FixedFloatSwapConvention convention, DayCount dayCount, SurfaceInterpolator interpolator)	Obtains an instance from the name, convention, day count and tenors.

Uses of FixedFloatSwapConvention in com.opengamma.strata.product.swap.type

Subinterfaces of FixedFloatSwapConvention in com.opengamma.strata.product.swap.type

Modifier and Type	Interface	Description
interface	FixedIborSwapConvention	A market convention for Fixed-Ibor swap trades.
interface	FixedOvernightSwapConvention	A market convention for Fixed-Overnight swap trades.

Classes in com.opengamma.strata.product.swap.type that implement FixedFloatSwapConvention

Modifier and Type	Class	Description
class	ImmutableFixedIborSwapConvention	A market convention for Fixed-Ibor swap trades.
class	ImmutableFixedOvernightSwapConvention	A market convention for Fixed-Overnight swap trades.

Methods in com.opengamma.strata.product.swap.type that return FixedFloatSwapConvention

Modifier and Type	Method	Description
FixedFloatSwapConvention	FixedFloatSwapTemplate.getConvention()	The market convention of the associated swap.
static FixedFloatSwapConvention	FixedFloatSwapConvention.of(String uniqueName)	Obtains an instance from the specified unique name.