Uses of Interface
com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
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Packages that use SingleCurrencySwapConvention Package Description com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps. -
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Uses of SingleCurrencySwapConvention in com.opengamma.strata.product.swap.type
Subinterfaces of SingleCurrencySwapConvention in com.opengamma.strata.product.swap.type Modifier and Type Interface Description interface
FixedFloatSwapConvention
A market convention for Fixed-Float swap trades, covering Ibor and Overnight indices.interface
FixedIborSwapConvention
A market convention for Fixed-Ibor swap trades.interface
FixedInflationSwapConvention
A market convention for Inflation swap trades.interface
FixedOvernightSwapConvention
A market convention for Fixed-Overnight swap trades.interface
IborIborSwapConvention
A market convention for Ibor-Ibor swap trades.interface
OvernightIborSwapConvention
A market convention for Overnight-Ibor swap trades.interface
ThreeLegBasisSwapConvention
A market convention for three leg basis swap trades.Classes in com.opengamma.strata.product.swap.type that implement SingleCurrencySwapConvention Modifier and Type Class Description class
ImmutableFixedIborSwapConvention
A market convention for Fixed-Ibor swap trades.class
ImmutableFixedInflationSwapConvention
A market convention for Fixed-Inflation swap trades.class
ImmutableFixedOvernightSwapConvention
A market convention for Fixed-Overnight swap trades.class
ImmutableIborIborSwapConvention
A market convention for Ibor-Ibor swap trades.class
ImmutableOvernightIborSwapConvention
A market convention for Fixed-Overnight swap trades.class
ImmutableThreeLegBasisSwapConvention
A market convention for three leg basis swap trades.Methods in com.opengamma.strata.product.swap.type that return SingleCurrencySwapConvention Modifier and Type Method Description static SingleCurrencySwapConvention
SingleCurrencySwapConvention. of(String uniqueName)
Obtains an instance from the specified unique name.
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