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 interfaceFloatRateSwapLegConventionA 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 classFixedRateSwapLegConventionA market convention for the fixed leg of rate swap trades.classIborRateSwapLegConventionA market convention for the floating leg of rate swap trades based on an Ibor index.classInflationRateSwapLegConventionA market convention for the floating leg of rate swap trades based on a price index.classOvernightRateSwapLegConventionA market convention for the floating leg of rate swap trades based on an Overnight index.
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