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