Uses of Interface
com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
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Packages that use XCcyIborIborSwapConvention Package Description com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps. -
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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 classImmutableXCcyIborIborSwapConventionA 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 XCcyIborIborSwapConventionXCcyIborIborSwapConventions. EUR_EURIBOR_3M_USD_LIBOR_3MThe 'EUR-EURIBOR-3M-USD-LIBOR-3M' swap convention.static XCcyIborIborSwapConventionXCcyIborIborSwapConventions. GBP_LIBOR_3M_EUR_EURIBOR_3MThe 'GBP-LIBOR-3M-EUR-EURIBOR-3M' swap convention.static XCcyIborIborSwapConventionXCcyIborIborSwapConventions. GBP_LIBOR_3M_JPY_LIBOR_3MThe 'GBP-LIBOR-3M-JPY-LIBOR-3M' swap convention.static XCcyIborIborSwapConventionXCcyIborIborSwapConventions. GBP_LIBOR_3M_USD_LIBOR_3MThe 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.Methods in com.opengamma.strata.product.swap.type that return XCcyIborIborSwapConvention Modifier and Type Method Description XCcyIborIborSwapConventionXCcyIborIborSwapTemplate. getConvention()Gets the market convention of the swap.static XCcyIborIborSwapConventionXCcyIborIborSwapConvention. 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 theconventionproperty.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.BuilderXCcyIborIborSwapTemplate.Builder. convention(XCcyIborIborSwapConvention convention)Sets the market convention of the swap.static XCcyIborIborSwapTemplateXCcyIborIborSwapTemplate. of(Tenor tenor, XCcyIborIborSwapConvention convention)Obtains a template based on the specified tenor and convention.static XCcyIborIborSwapTemplateXCcyIborIborSwapTemplate. of(Period periodToStart, Tenor tenor, XCcyIborIborSwapConvention convention)Obtains a template based on the specified period, tenor and convention.
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