Uses of Interface
com.opengamma.strata.product.swap.type.FloatRateSwapLegConvention
-
Packages that use FloatRateSwapLegConvention Package Description com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps. -
-
Uses of FloatRateSwapLegConvention in com.opengamma.strata.product.swap.type
Classes in com.opengamma.strata.product.swap.type that implement FloatRateSwapLegConvention Modifier and Type Class Description class
IborRateSwapLegConvention
A market convention for the floating leg of rate swap trades based on an Ibor index.class
OvernightRateSwapLegConvention
A market convention for the floating leg of rate swap trades based on an Overnight index.Methods in com.opengamma.strata.product.swap.type that return FloatRateSwapLegConvention Modifier and Type Method Description FloatRateSwapLegConvention
FixedFloatSwapConvention. getFloatingLeg()
Gets the market convention of the floating leg.
-