/**
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.swap.type;
import com.opengamma.strata.collect.named.ExtendedEnum;
/**
* Market standard Fixed-Overnight swap conventions.
* <p>
* http://www.opengamma.com/sites/default/files/interest-rate-instruments-and-market-conventions.pdf
*/
public final class OvernightIborSwapConventions {
/**
* The extended enum lookup from name to instance.
*/
static final ExtendedEnum<OvernightIborSwapConvention> ENUM_LOOKUP = ExtendedEnum.of(OvernightIborSwapConvention.class);
//-------------------------------------------------------------------------
/**
* The 'USD-FED-FUND-AA-LIBOR-3M' swap convention.
* <p>
* USD Fed Fund Arithmetic Average 3M v Libor 3M swap.
* Both legs use day count 'Act/360'.
* The spot date offset is 2 days, the rate cut-off period is 2 days.
*/
public static final OvernightIborSwapConvention USD_FED_FUND_AA_LIBOR_3M =
OvernightIborSwapConvention.of(StandardOvernightIborSwapConventions.USD_FED_FUND_AA_LIBOR_3M.getName());
/**
* The 'GBP-SONIA-OIS-1Y-LIBOR-3M' swap convention.
* <p>
* GBP Sonia compounded 1Y v LIBOR 3M .
* Both legs use day count 'Act/365F'.
* The spot date offset is 0 days and payment offset is 0 days.
*/
public static final OvernightIborSwapConvention GBP_SONIA_OIS_1Y_LIBOR_3M =
OvernightIborSwapConvention.of(StandardOvernightIborSwapConventions.GBP_SONIA_OIS_1Y_LIBOR_3M.getName());
//-------------------------------------------------------------------------
/**
* Restricted constructor.
*/
private OvernightIborSwapConventions() {
}
}