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