Uses of Class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention (OpenGamma Strata)

Packages that use IborRateSwapLegConvention
Package Description

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

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

Methods in com.opengamma.strata.product.swap.type that return IborRateSwapLegConvention
Modifier and Type	Method	Description
`IborRateSwapLegConvention`	IborRateSwapLegConvention.Builder.`build()`
`IborRateSwapLegConvention`	ImmutableThreeLegBasisSwapConvention.`getFlatFloatingLeg()`	Gets the market convention of the floating leg that does not have the spread applied.
`IborRateSwapLegConvention`	ThreeLegBasisSwapConvention.`getFlatFloatingLeg()`	Gets the market convention of the floating leg that does not have the spread applied.
`IborRateSwapLegConvention`	IborIborSwapConvention.`getFlatLeg()`	Gets the market convention of the floating leg that does not have the spread applied.
`IborRateSwapLegConvention`	ImmutableIborIborSwapConvention.`getFlatLeg()`	Gets the market convention of the floating leg that does not have the spread applied.
`IborRateSwapLegConvention`	ImmutableXCcyIborIborSwapConvention.`getFlatLeg()`	Gets the market convention of the floating leg that does not have the spread applied.
`IborRateSwapLegConvention`	XCcyIborIborSwapConvention.`getFlatLeg()`	Gets the market convention of the floating leg that does not have the spread applied.
`IborRateSwapLegConvention`	FixedIborSwapConvention.`getFloatingLeg()`	Gets the market convention of the floating leg.
`IborRateSwapLegConvention`	ImmutableFixedIborSwapConvention.`getFloatingLeg()`	Gets the market convention of the floating leg.
`IborRateSwapLegConvention`	ImmutableOvernightIborSwapConvention.`getIborLeg()`	Gets the market convention of the floating leg.
`IborRateSwapLegConvention`	OvernightIborSwapConvention.`getIborLeg()`	Gets the market convention of the Ibor leg.
`IborRateSwapLegConvention`	ImmutableThreeLegBasisSwapConvention.`getSpreadFloatingLeg()`	Gets the market convention of the floating leg to which the spread leg is added.
`IborRateSwapLegConvention`	ThreeLegBasisSwapConvention.`getSpreadFloatingLeg()`	Gets the market convention of the floating leg to which the spread leg is added.
`IborRateSwapLegConvention`	IborIborSwapConvention.`getSpreadLeg()`	Gets the market convention of the floating leg that has the spread applied.
`IborRateSwapLegConvention`	ImmutableIborIborSwapConvention.`getSpreadLeg()`	Gets the market convention of the floating leg that has the spread applied.
`IborRateSwapLegConvention`	ImmutableXCcyIborIborSwapConvention.`getSpreadLeg()`	Gets the market convention of the floating leg that has the spread applied.
`IborRateSwapLegConvention`	XCcyIborIborSwapConvention.`getSpreadLeg()`	Gets the market convention of the floating leg that has the spread applied.
`static IborRateSwapLegConvention`	IborRateSwapLegConvention.`of(IborIndex index)`	Obtains a convention based on the specified index.

Methods in com.opengamma.strata.product.swap.type that return types with arguments of type IborRateSwapLegConvention
Modifier and Type	Method	Description
`Class<? extends IborRateSwapLegConvention>`	IborRateSwapLegConvention.Meta.`beanType()`
`org.joda.beans.MetaProperty<IborRateSwapLegConvention>`	ImmutableThreeLegBasisSwapConvention.Meta.`flatFloatingLeg()`	The meta-property for the `flatFloatingLeg` property.
`org.joda.beans.MetaProperty<IborRateSwapLegConvention>`	ImmutableIborIborSwapConvention.Meta.`flatLeg()`	The meta-property for the `flatLeg` property.
`org.joda.beans.MetaProperty<IborRateSwapLegConvention>`	ImmutableXCcyIborIborSwapConvention.Meta.`flatLeg()`	The meta-property for the `flatLeg` property.
`org.joda.beans.MetaProperty<IborRateSwapLegConvention>`	ImmutableFixedIborSwapConvention.Meta.`floatingLeg()`	The meta-property for the `floatingLeg` property.
`org.joda.beans.MetaProperty<IborRateSwapLegConvention>`	ImmutableOvernightIborSwapConvention.Meta.`iborLeg()`	The meta-property for the `iborLeg` property.
`org.joda.beans.MetaProperty<IborRateSwapLegConvention>`	ImmutableThreeLegBasisSwapConvention.Meta.`spreadFloatingLeg()`	The meta-property for the `spreadFloatingLeg` property.
`org.joda.beans.MetaProperty<IborRateSwapLegConvention>`	ImmutableIborIborSwapConvention.Meta.`spreadLeg()`	The meta-property for the `spreadLeg` property.
`org.joda.beans.MetaProperty<IborRateSwapLegConvention>`	ImmutableXCcyIborIborSwapConvention.Meta.`spreadLeg()`	The meta-property for the `spreadLeg` property.

Methods in com.opengamma.strata.product.swap.type with parameters of type IborRateSwapLegConvention
Modifier and Type	Method	Description
`ImmutableThreeLegBasisSwapConvention.Builder`	ImmutableThreeLegBasisSwapConvention.Builder.`flatFloatingLeg(IborRateSwapLegConvention flatFloatingLeg)`	Sets the market convention of the floating leg that does not have the spread applied.
`ImmutableIborIborSwapConvention.Builder`	ImmutableIborIborSwapConvention.Builder.`flatLeg(IborRateSwapLegConvention flatLeg)`	Sets the market convention of the floating leg that does not have the spread applied.
`ImmutableXCcyIborIborSwapConvention.Builder`	ImmutableXCcyIborIborSwapConvention.Builder.`flatLeg(IborRateSwapLegConvention flatLeg)`	Sets the market convention of the floating leg that does not have the spread applied.
`ImmutableFixedIborSwapConvention.Builder`	ImmutableFixedIborSwapConvention.Builder.`floatingLeg(IborRateSwapLegConvention floatingLeg)`	Sets the market convention of the floating leg.
`ImmutableOvernightIborSwapConvention.Builder`	ImmutableOvernightIborSwapConvention.Builder.`iborLeg(IborRateSwapLegConvention iborLeg)`	Sets the market convention of the floating 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 ImmutableIborIborSwapConvention`	ImmutableIborIborSwapConvention.`of(String name, IborRateSwapLegConvention spreadLeg, IborRateSwapLegConvention flatLeg)`	Obtains a convention based on the specified name and leg conventions.
`static ImmutableIborIborSwapConvention`	ImmutableIborIborSwapConvention.`of(String name, IborRateSwapLegConvention spreadLeg, IborRateSwapLegConvention flatLeg, DaysAdjustment spotDateOffset)`	Obtains a convention based on the specified name and leg conventions.
`static ImmutableOvernightIborSwapConvention`	ImmutableOvernightIborSwapConvention.`of(String name, OvernightRateSwapLegConvention overnightLeg, IborRateSwapLegConvention iborLeg)`	Obtains a convention based on the specified name and leg conventions.
`static ImmutableOvernightIborSwapConvention`	ImmutableOvernightIborSwapConvention.`of(String name, OvernightRateSwapLegConvention overnightLeg, IborRateSwapLegConvention iborLeg, 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.
`static ImmutableXCcyIborIborSwapConvention`	ImmutableXCcyIborIborSwapConvention.`of(String name, IborRateSwapLegConvention spreadLeg, IborRateSwapLegConvention flatLeg)`	Obtains a convention based on the specified name and leg conventions.
`static ImmutableXCcyIborIborSwapConvention`	ImmutableXCcyIborIborSwapConvention.`of(String name, IborRateSwapLegConvention spreadLeg, IborRateSwapLegConvention flatLeg, DaysAdjustment spotDateOffset)`	Obtains a convention based on the specified name and leg conventions.
`ImmutableThreeLegBasisSwapConvention.Builder`	ImmutableThreeLegBasisSwapConvention.Builder.`spreadFloatingLeg(IborRateSwapLegConvention spreadFloatingLeg)`	Sets the market convention of the floating leg to which the spread leg is added.
`ImmutableIborIborSwapConvention.Builder`	ImmutableIborIborSwapConvention.Builder.`spreadLeg(IborRateSwapLegConvention spreadLeg)`	Sets the market convention of the floating leg that has the spread applied.
`ImmutableXCcyIborIborSwapConvention.Builder`	ImmutableXCcyIborIborSwapConvention.Builder.`spreadLeg(IborRateSwapLegConvention spreadLeg)`	Sets the market convention of the floating leg that has the spread applied.