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

Packages that use FixedOvernightSwapConvention

Package	Description
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.

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

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

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

Fields in com.opengamma.strata.product.swap.type declared as FixedOvernightSwapConvention

Modifier and Type	Field	Description
static FixedOvernightSwapConvention	FixedOvernightSwapConventions.CHF_FIXED_1Y_SARON_OIS	The 'CHF-FIXED-1Y-SARON-OIS' swap convention.
static FixedOvernightSwapConvention	FixedOvernightSwapConventions.CHF_FIXED_TERM_SARON_OIS	The 'CHF-FIXED-TERM-SARON-OIS' swap convention.
static FixedOvernightSwapConvention	FixedOvernightSwapConventions.EUR_FIXED_1Y_EONIA_OIS	The 'EUR-FIXED-1Y-EONIA-OIS' swap convention.
static FixedOvernightSwapConvention	FixedOvernightSwapConventions.EUR_FIXED_1Y_ESTR_OIS	The 'EUR-FIXED-1Y-ESTR-OIS' swap convention.
static FixedOvernightSwapConvention	FixedOvernightSwapConventions.EUR_FIXED_TERM_EONIA_OIS	The 'EUR-FIXED-TERM-EONIA-OIS' swap convention.
static FixedOvernightSwapConvention	FixedOvernightSwapConventions.EUR_FIXED_TERM_ESTR_OIS	The 'EUR-FIXED-TERM-ESTR-OIS' swap convention.
static FixedOvernightSwapConvention	FixedOvernightSwapConventions.GBP_FIXED_1Y_SONIA_OIS	The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.
static FixedOvernightSwapConvention	FixedOvernightSwapConventions.GBP_FIXED_TERM_SONIA_OIS	The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.
static FixedOvernightSwapConvention	FixedOvernightSwapConventions.JPY_FIXED_1Y_TONAR_OIS	The 'JPY-FIXED-1Y-TONAR-OIS' swap convention.
static FixedOvernightSwapConvention	FixedOvernightSwapConventions.JPY_FIXED_TERM_TONAR_OIS	The 'JPY_FIXED_TERM_TONAR-OIS' swap convention.
static FixedOvernightSwapConvention	FixedOvernightSwapConventions.USD_FIXED_1Y_FED_FUND_OIS	The 'USD-FIXED-1Y-FED-FUND-OIS' swap convention.
static FixedOvernightSwapConvention	FixedOvernightSwapConventions.USD_FIXED_1Y_SOFR_OIS	The 'USD-FIXED-1Y-SOFR-OIS' swap convention.
static FixedOvernightSwapConvention	FixedOvernightSwapConventions.USD_FIXED_TERM_FED_FUND_OIS	The 'USD-FIXED-TERM-FED-FUND-OIS' swap convention.
static FixedOvernightSwapConvention	FixedOvernightSwapConventions.USD_FIXED_TERM_SOFR_OIS	The 'USD-FIXED-TERM-SOFR-OIS' swap convention.

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

Modifier and Type	Method	Description
FixedOvernightSwapConvention	FixedOvernightSwapTemplate.getConvention()	Gets the market convention of the swap.
static FixedOvernightSwapConvention	FixedOvernightSwapConvention.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 FixedOvernightSwapConvention

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<FixedOvernightSwapConvention>	FixedOvernightSwapTemplate.Meta.convention()	The meta-property for the convention property.
static ExtendedEnum<FixedOvernightSwapConvention>	FixedOvernightSwapConvention.extendedEnum()	Gets the extended enum helper.

Methods in com.opengamma.strata.product.swap.type with parameters of type FixedOvernightSwapConvention

Modifier and Type	Method	Description
FixedOvernightSwapTemplate.Builder	FixedOvernightSwapTemplate.Builder.convention(FixedOvernightSwapConvention convention)	Sets the market convention of the swap.
static FixedOvernightSwapTemplate	FixedOvernightSwapTemplate.of(Tenor tenor, FixedOvernightSwapConvention convention)	Obtains a template based on the specified tenor and convention.
static FixedOvernightSwapTemplate	FixedOvernightSwapTemplate.of(Period periodToStart, Tenor tenor, FixedOvernightSwapConvention convention)	Obtains a template based on the specified period, tenor and convention.