/** * Copyright (C) 2015 - 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.product.TradeConvention; /** * A market convention for swap legs. * <p> * A convention contains key information that is commonly used in the market. * Two legs are often combined to form a {@link TradeConvention} for a swap, * such as {@link FixedIborSwapConvention} or {@link FixedOvernightSwapConvention}. * <p> * Each implementation should provide a method with the name {@code toLeg} with * whatever arguments are necessary to complete the leg. * <p> * Implementations must be immutable and thread-safe beans. */ public interface SwapLegConvention { }