Package | Description |
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org.drip.market.otc |
Modifier and Type | Method and Description |
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FixedStreamConvention |
FixedFloatSwapConvention.fixedStreamConvention()
Retrieve the Fixed Stream Convention
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Constructor and Description |
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FixedFloatSwapConvention(FixedStreamConvention fixedConv,
FloatStreamConvention floatConv,
int iSpotLag)
FixedFloatSwapConvention Constructor
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