Uses of Class
com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
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Packages that use ImmutableThreeLegBasisSwapConvention Package Description com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps. -
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Uses of ImmutableThreeLegBasisSwapConvention in com.opengamma.strata.product.swap.type
Methods in com.opengamma.strata.product.swap.type that return ImmutableThreeLegBasisSwapConvention Modifier and Type Method Description ImmutableThreeLegBasisSwapConventionImmutableThreeLegBasisSwapConvention.Builder. build()static ImmutableThreeLegBasisSwapConventionImmutableThreeLegBasisSwapConvention. of(String name, FixedRateSwapLegConvention spreadLeg, IborRateSwapLegConvention spreadFloatingLeg, IborRateSwapLegConvention flatFloatingLeg)Obtains a convention based on the specified name and leg conventions.static ImmutableThreeLegBasisSwapConventionImmutableThreeLegBasisSwapConvention. of(String name, FixedRateSwapLegConvention spreadLeg, IborRateSwapLegConvention spreadFloatingLeg, IborRateSwapLegConvention flatFloatingLeg, 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 ImmutableThreeLegBasisSwapConvention Modifier and Type Method Description Class<? extends ImmutableThreeLegBasisSwapConvention>ImmutableThreeLegBasisSwapConvention.Meta. beanType()
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