Uses of Interface
com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
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Packages that use FixedInflationSwapConvention Package Description com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps. -
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Uses of FixedInflationSwapConvention in com.opengamma.strata.product.swap.type
Classes in com.opengamma.strata.product.swap.type that implement FixedInflationSwapConvention Modifier and Type Class Description class
ImmutableFixedInflationSwapConvention
A market convention for Fixed-Inflation swap trades.Fields in com.opengamma.strata.product.swap.type declared as FixedInflationSwapConvention Modifier and Type Field Description static FixedInflationSwapConvention
FixedInflationSwapConventions. CHF_FIXED_ZC_CH_CPI
CHF vanilla fixed vs Switzerland CPI swap.static FixedInflationSwapConvention
FixedInflationSwapConventions. EUR_FIXED_ZC_EU_AI_CPI
Euro vanilla fixed vs Europe CPI swap.static FixedInflationSwapConvention
FixedInflationSwapConventions. EUR_FIXED_ZC_EU_EXT_CPI
Euro vanilla fixed vs Europe (Excluding Tobacco) CPI swap.static FixedInflationSwapConvention
FixedInflationSwapConventions. EUR_FIXED_ZC_FR_CPI
Euro vanilla fixed vs France CPI swap.static FixedInflationSwapConvention
FixedInflationSwapConventions. GBP_FIXED_ZC_GB_HCIP
Deprecated.static FixedInflationSwapConvention
FixedInflationSwapConventions. GBP_FIXED_ZC_GB_HICP
GBP vanilla fixed vs UK HICP swap.static FixedInflationSwapConvention
FixedInflationSwapConventions. GBP_FIXED_ZC_GB_RPI
GBP vanilla fixed vs UK RPI swap.static FixedInflationSwapConvention
FixedInflationSwapConventions. GBP_FIXED_ZC_GB_RPIX
GBP vanilla fixed vs UK RPIX swap.static FixedInflationSwapConvention
FixedInflationSwapConventions. JPY_FIXED_ZC_JP_CPI
JPY vanilla fixed vs Japan (Excluding Fresh Food) CPI swap.static FixedInflationSwapConvention
FixedInflationSwapConventions. USD_FIXED_ZC_US_CPI
USD(NY) vanilla fixed vs US Urban consumers CPI swap.Methods in com.opengamma.strata.product.swap.type that return FixedInflationSwapConvention Modifier and Type Method Description FixedInflationSwapConvention
FixedInflationSwapTemplate. getConvention()
Gets the market convention of the swap.static FixedInflationSwapConvention
FixedInflationSwapConvention. of(String uniqueName)
Obtains an instance from the specified unique name.Methods in com.opengamma.strata.product.swap.type that return types with arguments of type FixedInflationSwapConvention Modifier and Type Method Description org.joda.beans.MetaProperty<FixedInflationSwapConvention>
FixedInflationSwapTemplate.Meta. convention()
The meta-property for theconvention
property.static ExtendedEnum<FixedInflationSwapConvention>
FixedInflationSwapConvention. extendedEnum()
Gets the extended enum helper.Methods in com.opengamma.strata.product.swap.type with parameters of type FixedInflationSwapConvention Modifier and Type Method Description FixedInflationSwapTemplate.Builder
FixedInflationSwapTemplate.Builder. convention(FixedInflationSwapConvention convention)
Sets the market convention of the swap.static FixedInflationSwapTemplate
FixedInflationSwapTemplate. of(Tenor tenor, FixedInflationSwapConvention convention)
Creates a template based on the specified tenor and convention.
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