/**
* 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 cross-currency Ibor-Ibor swap conventions.
* <p>
* http://www.opengamma.com/sites/default/files/interest-rate-instruments-and-market-conventions.pdf
*/
public final class XCcyIborIborSwapConventions {
/**
* The extended enum lookup from name to instance.
*/
static final ExtendedEnum<XCcyIborIborSwapConvention> ENUM_LOOKUP = ExtendedEnum.of(XCcyIborIborSwapConvention.class);
//-------------------------------------------------------------------------
/**
* The 'EUR-EURIBOR-3M-USD-LIBOR-3M' swap convention.
* <p>
* EUR EURIBOR 3M v USD LIBOR 3M.
* The spread is on the EUR leg.
*/
public static final XCcyIborIborSwapConvention EUR_EURIBOR_3M_USD_LIBOR_3M =
XCcyIborIborSwapConvention.of(StandardXCcyIborIborSwapConventions.EUR_EURIBOR_3M_USD_LIBOR_3M.getName());
/**
* The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.
* <p>
* GBP LIBOR 3M v USD LIBOR 3M.
* The spread is on the GBP leg.
*/
public static final XCcyIborIborSwapConvention GBP_LIBOR_3M_USD_LIBOR_3M =
XCcyIborIborSwapConvention.of(StandardXCcyIborIborSwapConventions.GBP_LIBOR_3M_USD_LIBOR_3M.getName());
/**
* The 'GBP-LIBOR-3M-EUR-EURIBOR-3M' swap convention.
* <p>
* GBP LIBOR 3M v EUR EURIBOR 3M.
* The spread is on the GBP leg.
*/
public static final XCcyIborIborSwapConvention GBP_LIBOR_3M_EUR_EURIBOR_3M =
XCcyIborIborSwapConvention.of(StandardXCcyIborIborSwapConventions.GBP_LIBOR_3M_EUR_EURIBOR_3M.getName());
//-------------------------------------------------------------------------
/**
* Restricted constructor.
*/
private XCcyIborIborSwapConventions() {
}
}