Examples of com.opengamma.financial.convention.DepositConvention$Meta

    final Convention euriborIndex = new IborIndexConvention(euriborConventionName, getIds(Currency.EUR, EURIBOR), ACT_360, MODIFIED_FOLLOWING, 2, true, Currency.EUR,
        LocalTime.of(11, 00), "EU", EU, EU, "");
    final ExternalId euriborConventionId = ExternalId.of(SCHEME_NAME, euriborConventionName);
    // Deposit
    final String depositONConventionName = getConventionName(Currency.EUR, DEPOSIT_ON);
    final DepositConvention depositONConvention = new DepositConvention(depositONConventionName, getIds(Currency.EUR, DEPOSIT_ON), ACT_360, FOLLOWING, 0, false, Currency.EUR, EU);
    final String depositConventionName = getConventionName(Currency.EUR, DEPOSIT);
    final DepositConvention depositConvention = new DepositConvention(depositConventionName, getIds(Currency.EUR, DEPOSIT), ACT_360, FOLLOWING, 2, false, Currency.EUR, EU);
    // Fixed legs
    final String oisFixedLegConventionName = getConventionName(Currency.EUR, TENOR_STR_1Y, PAY_LAG + FIXED_LEG);
    final Convention oisFixedLegConvention = new SwapFixedLegConvention(oisFixedLegConventionName, getIds(Currency.EUR, TENOR_STR_1Y, PAY_LAG + FIXED_LEG),
        Tenor.ONE_YEAR, ACT_360, MODIFIED_FOLLOWING, Currency.EUR, EU, 2, true, StubType.SHORT_START, false, 2);
    final String irsFixedLegConventionName = getConventionName(Currency.EUR, TENOR_STR_1Y, FIXED_LEG);

        LocalTime.of(11, 00), "JP", JP, JP, "");
    final Convention tiborEuIndex = new IborIndexConvention(getConventionName(Currency.JPY, TIBOR_EUROYEN), getIds(Currency.JPY, TIBOR_EUROYEN), ACT_360, MODIFIED_FOLLOWING, 2, true, Currency.JPY,
        LocalTime.of(11, 00), "JP", JP, JP, "");
    // Deposit
    final String depositONConventionName = getConventionName(Currency.JPY, DEPOSIT_ON);
    final DepositConvention depositONConvention = new DepositConvention(depositONConventionName, getIds(Currency.JPY, DEPOSIT_ON), ACT_365, FOLLOWING, 0, false, Currency.JPY, JP);
    final String depositConventionName = getConventionName(Currency.JPY, DEPOSIT);
    final DepositConvention depositConvention = new DepositConvention(depositConventionName, getIds(Currency.JPY, DEPOSIT), ACT_365, FOLLOWING, 2, false, Currency.JPY, JP);
    // OIS legs
    final String oisFixedLegConventionName = getConventionName(Currency.JPY, OIS_FIXED_LEG);
    final String oisFloatLegConventionName = getConventionName(Currency.JPY, OIS_ON_LEG);
    final Convention oisFixedLegConvention = new SwapFixedLegConvention(oisFixedLegConventionName, getIds(Currency.JPY, OIS_FIXED_LEG),
        Tenor.ONE_YEAR, ACT_365, MODIFIED_FOLLOWING, Currency.JPY, JP, 2, true, StubType.SHORT_START, false, 2);

Examples of com.opengamma.financial.convention.DepositConvention$Meta

Related Classes of com.opengamma.financial.convention.DepositConvention$Meta