/**
* 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.collect.named.ExtendedEnum;
/**
* Market standard three leg basis swap conventions.
* <p>
* http://www.opengamma.com/sites/default/files/interest-rate-instruments-and-market-conventions.pdf
*/
public final class ThreeLegBasisSwapConventions {
/**
* The extended enum lookup from name to instance.
*/
static final ExtendedEnum<ThreeLegBasisSwapConvention> ENUM_LOOKUP = ExtendedEnum.of(ThreeLegBasisSwapConvention.class);
//-------------------------------------------------------------------------
/**
* The 'EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M' swap convention.
* <p>
* EUR three leg basis swap of fixed, Euribor 3M and Euribor 6M.
* The fixed leg pays yearly with day count '30U/360'.
*/
public static final ThreeLegBasisSwapConvention EUR_FIXED_1Y_EURIBOR_3M_EURIBOR_6M =
ThreeLegBasisSwapConvention.of(StandardThreeLegBasisSwapConventions.EUR_FIXED_1Y_EURIBOR_3M_EURIBOR_6M.getName());
//-------------------------------------------------------------------------
/**
* Restricted constructor.
*/
private ThreeLegBasisSwapConventions() {
}
}