Package | Description |
---|---|
org.drip.market.otc |
Modifier and Type | Method and Description |
---|---|
static FixedFloatSwapConvention |
IBORFixedFloatContainer.ConventionFromJurisdiction(java.lang.String strJurisdictionName)
Retrieve the Fix-Float Convention for the specified Jurisdiction
|
static FixedFloatSwapConvention |
IBORFixedFloatContainer.ConventionFromJurisdiction(java.lang.String strJurisdictionName,
java.lang.String strLocation,
java.lang.String strMaturityTenor,
java.lang.String strIndexName)
Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Index, Location,
and Maturity Tenor
|
static FixedFloatSwapConvention |
IBORFixedFloatContainer.ConventionFromJurisdictionIndex(java.lang.String strJurisdictionName,
java.lang.String strIndexName)
Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Index
|
static FixedFloatSwapConvention |
IBORFixedFloatContainer.ConventionFromJurisdictionLocation(java.lang.String strJurisdictionName,
java.lang.String strLocation)
Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Location
|
static FixedFloatSwapConvention |
IBORFixedFloatContainer.ConventionFromJurisdictionMaturity(java.lang.String strJurisdictionName,
java.lang.String strMaturityTenor)
Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Maturity Tenor
|
static FixedFloatSwapConvention |
OvernightFixedFloatContainer.FundConventionFromJurisdiction(java.lang.String strJurisdictionName)
Retrieve the Fix-Float Overnight Fund Convention for the specified Jurisdiction
|
static FixedFloatSwapConvention |
OvernightFixedFloatContainer.IndexConventionFromJurisdiction(java.lang.String strJurisdictionName,
java.lang.String strMaturityTenor)
Retrieve the Fix-Float Overnight Index Convention for the specified Jurisdiction
|