Uses of Interface
com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Packages that use XCcyIborIborSwapConvention Package Description com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps. -
-
Uses of XCcyIborIborSwapConvention in com.opengamma.strata.product.swap.type
Classes in com.opengamma.strata.product.swap.type that implement XCcyIborIborSwapConvention Modifier and Type Class Description class
ImmutableXCcyIborIborSwapConvention
A market convention for cross-currency Ibor-Ibor swap trades.Fields in com.opengamma.strata.product.swap.type declared as XCcyIborIborSwapConvention Modifier and Type Field Description static XCcyIborIborSwapConvention
XCcyIborIborSwapConventions. EUR_EURIBOR_3M_USD_LIBOR_3M
The 'EUR-EURIBOR-3M-USD-LIBOR-3M' swap convention.static XCcyIborIborSwapConvention
XCcyIborIborSwapConventions. GBP_LIBOR_3M_EUR_EURIBOR_3M
The 'GBP-LIBOR-3M-EUR-EURIBOR-3M' swap convention.static XCcyIborIborSwapConvention
XCcyIborIborSwapConventions. GBP_LIBOR_3M_JPY_LIBOR_3M
The 'GBP-LIBOR-3M-JPY-LIBOR-3M' swap convention.static XCcyIborIborSwapConvention
XCcyIborIborSwapConventions. GBP_LIBOR_3M_USD_LIBOR_3M
The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.Methods in com.opengamma.strata.product.swap.type that return XCcyIborIborSwapConvention Modifier and Type Method Description XCcyIborIborSwapConvention
XCcyIborIborSwapTemplate. getConvention()
Gets the market convention of the swap.static XCcyIborIborSwapConvention
XCcyIborIborSwapConvention. of(String uniqueName)
Obtains an instance from the specified unique name.Methods in com.opengamma.strata.product.swap.type that return types with arguments of type XCcyIborIborSwapConvention Modifier and Type Method Description org.joda.beans.MetaProperty<XCcyIborIborSwapConvention>
XCcyIborIborSwapTemplate.Meta. convention()
The meta-property for theconvention
property.static ExtendedEnum<XCcyIborIborSwapConvention>
XCcyIborIborSwapConvention. extendedEnum()
Gets the extended enum helper.Methods in com.opengamma.strata.product.swap.type with parameters of type XCcyIborIborSwapConvention Modifier and Type Method Description XCcyIborIborSwapTemplate.Builder
XCcyIborIborSwapTemplate.Builder. convention(XCcyIborIborSwapConvention convention)
Sets the market convention of the swap.static XCcyIborIborSwapTemplate
XCcyIborIborSwapTemplate. of(Tenor tenor, XCcyIborIborSwapConvention convention)
Obtains a template based on the specified tenor and convention.static XCcyIborIborSwapTemplate
XCcyIborIborSwapTemplate. of(Period periodToStart, Tenor tenor, XCcyIborIborSwapConvention convention)
Obtains a template based on the specified period, tenor and convention.
-