| Package | Description |
|---|---|
| org.drip.market.otc |
| Modifier and Type | Method and Description |
|---|---|
CrossFloatStreamConvention |
CrossFloatSwapConvention.derivedConvention()
Retrieve the Derived Convention
|
CrossFloatStreamConvention |
CrossFloatSwapConvention.referenceConvention()
Retrieve the Reference Convention
|
| Constructor and Description |
|---|
CrossFloatSwapConvention(CrossFloatStreamConvention crossStreamReference,
CrossFloatStreamConvention crossStreamDerived,
int iFixingType,
boolean bFXMTM,
int iSpotLag)
CrossFloatSwapConvention Constructor
|