org.drip.market.otc

Class OvernightFixedFloatContainer

java.lang.Object

org.drip.market.otc.OvernightFixedFloatContainer

public class OvernightFixedFloatContainer
extends java.lang.Object

OvernightFixedFloatContainer holds the settings of the standard OTC Overnight Fix-Float Swap Contract Conventions.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
OvernightFixedFloatContainer()

Method Summary

Modifier and Type	Method and Description
static FixedFloatSwapConvention	FundConventionFromJurisdiction(java.lang.String strJurisdictionName) Retrieve the Fix-Float Overnight Fund Convention for the specified Jurisdiction
static FixedFloatSwapConvention	IndexConventionFromJurisdiction(java.lang.String strJurisdictionName, java.lang.String strMaturityTenor) Retrieve the Fix-Float Overnight Index Convention for the specified Jurisdiction
static boolean	Init() Initialize the Fix-Float Conventions Container with the pre-set Fix-Float Contracts

Methods inherited from class java.lang.Object

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

Constructor Detail

OvernightFixedFloatContainer

public OvernightFixedFloatContainer()

Method Detail

Init

public static final boolean Init()

Initialize the Fix-Float Conventions Container with the pre-set Fix-Float Contracts

Returns:

TRUE - The Fix-Float Conventions Container successfully initialized with the pre-set Fix-Float Contracts

FundConventionFromJurisdiction

public static final FixedFloatSwapConvention FundConventionFromJurisdiction(java.lang.String strJurisdictionName)

Retrieve the Fix-Float Overnight Fund Convention for the specified Jurisdiction

Parameters:

strJurisdictionName - The Jurisdiction Name

Returns:

The Fix-Float Overnight Fund Convention

IndexConventionFromJurisdiction

public static final FixedFloatSwapConvention IndexConventionFromJurisdiction(java.lang.String strJurisdictionName,
                                                                             java.lang.String strMaturityTenor)

Retrieve the Fix-Float Overnight Index Convention for the specified Jurisdiction

Parameters:

strJurisdictionName - The Jurisdiction Name

strMaturityTenor - The Maturity Tenor

Returns:

The Fix-Float Overnight Index Convention