com.opengamma.strata.product.TradeConvention Maven / Gradle / Ivy
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/*
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product;
/**
* A market convention for trades.
*
* A convention contains key information that is commonly used in the market.
* For example, a USD LIBOR forward rate agreement (FRA) will have a day count convention
* of 'Act/360', spot date offset of T+2 and ISDA discounting.
*
* A convention is typically combined with additional information to form a {@link TradeTemplate},
* however this is not required. It is often possible to get a market price for a trade
* based on the template, however it is not possible to obtain a market price for a convention.
*
* Each implementation should provide a method with the name {@code toTrade} with
* whatever arguments are necessary to complete the trade.
* If there is an associated template, implementations should consider providing a
* method with the name {@code toTemplate} to provide the conversion.
*
* Implementations must be immutable and thread-safe beans.
*/
public interface TradeConvention {
}