Uses of Class
com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Packages that use OvernightRateSwapLegConvention

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

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

Methods in com.opengamma.strata.product.swap.type that return OvernightRateSwapLegConvention

Modifier and Type	Method	Description
OvernightRateSwapLegConvention	OvernightRateSwapLegConvention.Builder.build()
OvernightRateSwapLegConvention	FixedOvernightSwapConvention.getFloatingLeg()	Gets the market convention of the floating leg.
OvernightRateSwapLegConvention	ImmutableFixedOvernightSwapConvention.getFloatingLeg()	Gets the market convention of the floating leg.
OvernightRateSwapLegConvention	ImmutableOvernightIborSwapConvention.getOvernightLeg()	Gets the market convention of the floating leg.
OvernightRateSwapLegConvention	OvernightIborSwapConvention.getOvernightLeg()	Gets the market convention of the overnight leg.
static OvernightRateSwapLegConvention	OvernightRateSwapLegConvention.of(OvernightIndex index, Frequency frequency, int paymentOffsetDays)	Obtains a convention based on the specified index, using the 'Compounded' accrual method.
static OvernightRateSwapLegConvention	OvernightRateSwapLegConvention.of(OvernightIndex index, Frequency frequency, int paymentOffsetDays, OvernightAccrualMethod accrualMethod)	Creates a convention based on the specified index, specifying the accrual method.

Methods in com.opengamma.strata.product.swap.type that return types with arguments of type OvernightRateSwapLegConvention

Modifier and Type	Method	Description
Class<? extends OvernightRateSwapLegConvention>	OvernightRateSwapLegConvention.Meta.beanType()
org.joda.beans.MetaProperty<OvernightRateSwapLegConvention>	ImmutableFixedOvernightSwapConvention.Meta.floatingLeg()	The meta-property for the floatingLeg property.
org.joda.beans.MetaProperty<OvernightRateSwapLegConvention>	ImmutableOvernightIborSwapConvention.Meta.overnightLeg()	The meta-property for the overnightLeg property.

Methods in com.opengamma.strata.product.swap.type with parameters of type OvernightRateSwapLegConvention

Modifier and Type	Method	Description
ImmutableFixedOvernightSwapConvention.Builder	ImmutableFixedOvernightSwapConvention.Builder.floatingLeg(OvernightRateSwapLegConvention floatingLeg)	Sets the market convention of the floating leg.
static ImmutableFixedOvernightSwapConvention	ImmutableFixedOvernightSwapConvention.of(String name, FixedRateSwapLegConvention fixedLeg, OvernightRateSwapLegConvention floatingLeg, 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.
ImmutableOvernightIborSwapConvention.Builder	ImmutableOvernightIborSwapConvention.Builder.overnightLeg(OvernightRateSwapLegConvention overnightLeg)	Sets the market convention of the floating leg.