/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.index.type;
import com.opengamma.strata.collect.named.ExtendedEnum;
/**
* Market standard Ibor future conventions.
*/
public final class IborFutureConventions {
/**
* The extended enum lookup from name to instance.
*/
static final ExtendedEnum<IborFutureConvention> ENUM_LOOKUP = ExtendedEnum.of(IborFutureConvention.class);
//-------------------------------------------------------------------------
/**
* The 'GBP-LIBOR-3M-Quarterly-IMM' convention.
* <p>
* The 'GBP-LIBOR-3M' index based on quarterly IMM dates.
*/
public static final IborFutureConvention GBP_LIBOR_3M_QUARTERLY_IMM =
IborFutureConvention.of(StandardIborFutureConventions.GBP_LIBOR_3M_QUARTERLY_IMM.getName());
/**
* The 'GBP-LIBOR-3M-Monthly-IMM' convention.
* <p>
* The 'GBP-LIBOR-3M' index based on monthly IMM dates.
*/
public static final IborFutureConvention GBP_LIBOR_3M_MONTHLY_IMM =
IborFutureConvention.of(StandardIborFutureConventions.GBP_LIBOR_3M_MONTHLY_IMM.getName());
//-------------------------------------------------------------------------
/**
* The 'EUR-EURIBOR-3M-Quarterly-IMM' convention.
* <p>
* The 'EUR-EURIBOR-3M' index based on quarterly IMM dates.
*/
public static final IborFutureConvention EUR_EURIBOR_3M_QUARTERLY_IMM =
IborFutureConvention.of(StandardIborFutureConventions.EUR_EURIBOR_3M_QUARTERLY_IMM.getName());
/**
* The 'EUR-EURIBOR-3M-Monthly-IMM' convention.
* <p>
* The 'EUR-EURIBOR-3M' index based on monthly IMM dates.
*/
public static final IborFutureConvention EUR_EURIBOR_3M_MONTHLY_IMM =
IborFutureConvention.of(StandardIborFutureConventions.EUR_EURIBOR_3M_MONTHLY_IMM.getName());
//-------------------------------------------------------------------------
/**
* The 'USD-LIBOR-3M-Quarterly-IMM' convention.
* <p>
* The 'USD-LIBOR-3M' index based on quarterly IMM dates.
*/
public static final IborFutureConvention USD_LIBOR_3M_QUARTERLY_IMM =
IborFutureConvention.of(StandardIborFutureConventions.USD_LIBOR_3M_QUARTERLY_IMM.getName());
/**
* The 'USD-LIBOR-3M-Monthly-IMM' convention.
* <p>
* The 'USD-LIBOR-3M' index based on monthly IMM dates.
*/
public static final IborFutureConvention USD_LIBOR_3M_MONTHLY_IMM =
IborFutureConvention.of(StandardIborFutureConventions.USD_LIBOR_3M_MONTHLY_IMM.getName());
//-------------------------------------------------------------------------
/**
* Restricted constructor.
*/
private IborFutureConventions() {
}
}