Uses of Class
com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Packages that use FixedRateSwapLegConvention

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

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

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

Modifier and Type	Method	Description
FixedRateSwapLegConvention	FixedRateSwapLegConvention.Builder.build()
FixedRateSwapLegConvention	FixedFloatSwapConvention.getFixedLeg()	Gets the market convention of the fixed leg.
FixedRateSwapLegConvention	FixedInflationSwapConvention.getFixedLeg()	Gets the market convention of the fixed leg.
FixedRateSwapLegConvention	ImmutableFixedIborSwapConvention.getFixedLeg()	Gets the market convention of the fixed leg.
FixedRateSwapLegConvention	ImmutableFixedInflationSwapConvention.getFixedLeg()	Gets the market convention of the fixed leg.
FixedRateSwapLegConvention	ImmutableFixedOvernightSwapConvention.getFixedLeg()	Gets the market convention of the fixed leg.
FixedRateSwapLegConvention	ImmutableThreeLegBasisSwapConvention.getSpreadLeg()	Gets the market convention of the fixed leg for the spread.
FixedRateSwapLegConvention	ThreeLegBasisSwapConvention.getSpreadLeg()	Gets the market convention of the spread leg.
static FixedRateSwapLegConvention	FixedRateSwapLegConvention.of(Currency currency, DayCount dayCount, Frequency accrualFrequency, BusinessDayAdjustment accrualBusinessDayAdjustment)	Obtains a convention based on the specified parameters.

Methods in com.opengamma.strata.product.swap.type that return types with arguments of type FixedRateSwapLegConvention

Modifier and Type	Method	Description
Class<? extends FixedRateSwapLegConvention>	FixedRateSwapLegConvention.Meta.beanType()
org.joda.beans.MetaProperty<FixedRateSwapLegConvention>	ImmutableFixedIborSwapConvention.Meta.fixedLeg()	The meta-property for the fixedLeg property.
org.joda.beans.MetaProperty<FixedRateSwapLegConvention>	ImmutableFixedInflationSwapConvention.Meta.fixedLeg()	The meta-property for the fixedLeg property.
org.joda.beans.MetaProperty<FixedRateSwapLegConvention>	ImmutableFixedOvernightSwapConvention.Meta.fixedLeg()	The meta-property for the fixedLeg property.
org.joda.beans.MetaProperty<FixedRateSwapLegConvention>	ImmutableThreeLegBasisSwapConvention.Meta.spreadLeg()	The meta-property for the spreadLeg property.

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

Modifier and Type	Method	Description
ImmutableFixedIborSwapConvention.Builder	ImmutableFixedIborSwapConvention.Builder.fixedLeg(FixedRateSwapLegConvention fixedLeg)	Sets the market convention of the fixed leg.
ImmutableFixedInflationSwapConvention.Builder	ImmutableFixedInflationSwapConvention.Builder.fixedLeg(FixedRateSwapLegConvention fixedLeg)	Sets the market convention of the fixed leg.
ImmutableFixedOvernightSwapConvention.Builder	ImmutableFixedOvernightSwapConvention.Builder.fixedLeg(FixedRateSwapLegConvention fixedLeg)	Sets the market convention of the fixed leg.
static ImmutableFixedIborSwapConvention	ImmutableFixedIborSwapConvention.of(String name, FixedRateSwapLegConvention fixedLeg, IborRateSwapLegConvention floatingLeg)	Obtains a convention based on the specified name and leg conventions.
static ImmutableFixedIborSwapConvention	ImmutableFixedIborSwapConvention.of(String name, FixedRateSwapLegConvention fixedLeg, IborRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified name and leg conventions.
static ImmutableFixedInflationSwapConvention	ImmutableFixedInflationSwapConvention.of(String name, FixedRateSwapLegConvention fixedLeg, InflationRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified name and leg conventions.
static ImmutableFixedOvernightSwapConvention	ImmutableFixedOvernightSwapConvention.of(String name, FixedRateSwapLegConvention fixedLeg, OvernightRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified name and leg conventions.
static ImmutableThreeLegBasisSwapConvention	ImmutableThreeLegBasisSwapConvention.of(String name, FixedRateSwapLegConvention spreadLeg, IborRateSwapLegConvention spreadFloatingLeg, IborRateSwapLegConvention flatFloatingLeg)	Obtains a convention based on the specified name and leg conventions.
static ImmutableThreeLegBasisSwapConvention	ImmutableThreeLegBasisSwapConvention.of(String name, FixedRateSwapLegConvention spreadLeg, IborRateSwapLegConvention spreadFloatingLeg, IborRateSwapLegConvention flatFloatingLeg, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified name and leg conventions.
ImmutableThreeLegBasisSwapConvention.Builder	ImmutableThreeLegBasisSwapConvention.Builder.spreadLeg(FixedRateSwapLegConvention spreadLeg)	Sets the market convention of the fixed leg for the spread.