Strategies

RollingBondStrategy	Rolling bond strategy that rolls bonds according to a given run type.
RollingSwapStrategy	Strategy handling the rolling of forward starting IMM swaps.
RollingAssetSwap	Deprecated class for Rolling asset swap strategy.
RollingCurveSteepenerBonds	Deprecated class for Rolling curve steepner bonds strategy.
RollingCurveSteepenerSwaps	Deprecated class for Rolling Curve Steepener Swaps strategy.
RollingButterflyBonds	Deprecated class for Rolling butterfly bonds strategy.
RollingButterflySwaps	Deprecated class for Rolling butterfly Swaps strategy.
RollingAssetSwapStrategy	Rolling asset swap strategy.
RollingCurveSteepenerBondsStrategy	Rolling strategy buying bond with short tenor (tenor_short) and selling same ccy bond with long tenor (tenor_long) if direction is long, else other way around.
RollingCurveSteepenerSwapsStrategy	Rolling strategy buying spot starting IR receiver swap with short tenor (tenor_short) and selling same ccy swap with long tenor (tenor_long) if direction is long, else other way around.
RollingButterflyBondsStrategy	Rolling strategy buying bond with medium-term tenor (tenor_medium) and selling same ccy bond with short-term tenor (tenor_short) and long-term tenor (tenor_long) if direction is long, else other way around.
RollingButterflySwapsStrategy	Rolling strategy buying spot starting IR receiver swap with medium-term tenor (tenor_medium) and selling same ccy swaps with short-term tenor (tenor_short) and long-term tenor (tenor_long) if direction is long, else other way around.