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