Uses of Class
org.drip.market.definition.FloaterIndex

Packages that use FloaterIndex

Package	Description
org.drip.market.definition
org.drip.sample.forward
org.drip.state.identifier

Uses of FloaterIndex in org.drip.market.definition

Subclasses of FloaterIndex in org.drip.market.definition

Modifier and Type	Class and Description
class	IBORIndex IBORIndex contains the definitions of the IBOR indexes of different jurisdictions.
class	OvernightIndex OvernightIndex contains the definitions of the overnight indexes of different jurisdictions.

Uses of FloaterIndex in org.drip.sample.forward

Methods in org.drip.sample.forward with parameters of type FloaterIndex

Modifier and Type

Method and Description

static MergedDiscountForwardCurve

OvernightIndexCurve.MakeDC(java.lang.String strCurrency, JulianDate dtSpot, int[] aiDepositMaturityDays, double[] adblDepositQuote, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String[] astrOISFutureTenor, java.lang.String[] astrOISFutureMaturityTenor, double[] adblOISFutureQuote, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, SegmentCustomBuilderControl scbc, FloaterIndex fi)

Uses of FloaterIndex in org.drip.state.identifier

Methods in org.drip.state.identifier that return FloaterIndex

Modifier and Type	Method and Description
FloaterIndex	ForwardLabel.floaterIndex() Retrieve the Floater Index

Methods in org.drip.state.identifier with parameters of type FloaterIndex

Modifier and Type	Method and Description
static ForwardLabel	ForwardLabel.Create(FloaterIndex floaterIndex, java.lang.String strTenor) Construct a ForwardLabel from the tenor and the index