Uses of Interface
com.opengamma.strata.product.swap.type.SwapLegConvention
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Packages that use SwapLegConvention Package Description com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps. -
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Uses of SwapLegConvention in com.opengamma.strata.product.swap.type
Subinterfaces of SwapLegConvention in com.opengamma.strata.product.swap.type Modifier and Type Interface Description interface
FloatRateSwapLegConvention
A market convention for the floating leg of rate swap trades based on an Ibor index or an Overnight index.Classes in com.opengamma.strata.product.swap.type that implement SwapLegConvention Modifier and Type Class Description class
FixedRateSwapLegConvention
A market convention for the fixed leg of rate swap trades.class
IborRateSwapLegConvention
A market convention for the floating leg of rate swap trades based on an Ibor index.class
InflationRateSwapLegConvention
A market convention for the floating leg of rate swap trades based on a price index.class
OvernightRateSwapLegConvention
A market convention for the floating leg of rate swap trades based on an Overnight index.
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