Uses of Class
com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
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Packages that use ImmutableIborIborSwapConvention Package Description com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps. -
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Uses of ImmutableIborIborSwapConvention in com.opengamma.strata.product.swap.type
Methods in com.opengamma.strata.product.swap.type that return ImmutableIborIborSwapConvention Modifier and Type Method Description ImmutableIborIborSwapConvention
ImmutableIborIborSwapConvention.Builder. build()
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.Methods in com.opengamma.strata.product.swap.type that return types with arguments of type ImmutableIborIborSwapConvention Modifier and Type Method Description Class<? extends ImmutableIborIborSwapConvention>
ImmutableIborIborSwapConvention.Meta. beanType()
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