org.drip.market.otc

Class CrossFloatConventionContainer

java.lang.Object

org.drip.market.otc.CrossFloatConventionContainer

public class CrossFloatConventionContainer
extends java.lang.Object

CrossFloatConventionContainer contains the Conventions of Standard OTC Cross-Currency Float-Float Swaps.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CrossFloatConventionContainer()

Method Summary

Modifier and Type	Method and Description
static CrossFloatSwapConvention	ConventionFromJurisdiction(java.lang.String strCurrency) Retrieve the Cross-Currency Float-Float Convention Instance from the Jurisdiction Name
static CrossFloatSwapConvention	ConventionFromJurisdiction(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency) Retrieve the Cross-Currency Float-Float Convention Instance from the Reference/Derived Jurisdiction Names
static boolean	Init() Initialize the Cross-Currency Float-Float Conventions Container with the pre-set Floating Stream Contracts

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CrossFloatConventionContainer

public CrossFloatConventionContainer()

Method Detail

Init

public static final boolean Init()

Initialize the Cross-Currency Float-Float Conventions Container with the pre-set Floating Stream Contracts

Returns:

TRUE - The Cross-Currency Float-Float Conventions Container successfully initialized

ConventionFromJurisdiction

public static final CrossFloatSwapConvention ConventionFromJurisdiction(java.lang.String strCurrency)

Retrieve the Cross-Currency Float-Float Convention Instance from the Jurisdiction Name

Parameters:

strCurrency - The Jurisdiction Name

Returns:

The Float-Float Convention Instance

ConventionFromJurisdiction

public static final CrossFloatSwapConvention ConventionFromJurisdiction(java.lang.String strReferenceCurrency,
                                                                        java.lang.String strDerivedCurrency)

Retrieve the Cross-Currency Float-Float Convention Instance from the Reference/Derived Jurisdiction Names

Parameters:

strReferenceCurrency - The Reference Jurisdiction Name

strDerivedCurrency - The Derived Jurisdiction Name

Returns:

The Float-Float Convention Instance