| Class | Description |
|---|---|
| CreditIndexConvention |
CreditIndexConvention contains the details of the Credit Index of an OTC Index CDS Contract.
|
| CreditIndexConventionContainer |
CreditIndexConventionContainer contains the Conventions of the Credit Index of an OTC Index CDS Contract.
|
| CrossFloatConventionContainer |
CrossFloatConventionContainer contains the Conventions of Standard OTC Cross-Currency Float-Float Swaps.
|
| CrossFloatStreamConvention |
CrossFloatStreamConvention contains the Details of the Single Currency Floating Stream of an OTC Contact.
|
| CrossFloatSwapConvention |
CrossFloatSwapConvention contains the Details of the Cross-Currency Floating Swap of an OTC contact.
|
| FixedFloatSwapConvention |
FixedFloatSwapConvention contains the Details of the Fixed-Float Swap Component of an OTC contact.
|
| FixedStreamConvention |
FixedStreamConvention contains the details of the fixed stream of an OTC fixed-float IBOR/Overnight Swap
Contact.
|
| FloatFloatSwapConvention |
FloatFloatSwapConvention contains the Details of the IBOR Float-Float Component of an OTC contact.
|
| FloatStreamConvention |
FloatStreamConvention contains the details of the Floating Stream of an OTC IBOR/Overnight fix-float Swap
Contract.
|
| IBORFixedFloatContainer |
IBORFixedFloatContainer holds the settings of the standard OTC IBOR fix-float swap contract conventions.
|
| IBORFloatFloatContainer |
IBORFloatFloatContainer holds the settings of the standard OTC float-float swap contract Conventions.
|
| OvernightFixedFloatContainer |
OvernightFixedFloatContainer holds the settings of the standard OTC Overnight Fix-Float Swap Contract
Conventions.
|
| SwapOptionSettlement |
SwapOptionSettlement contains the details of the OTC Swap Option Settlements.
|
| SwapOptionSettlementContainer |
SwapOptionSettlementContainer holds the Settlement Settings of the standard Option on an OTC Fix-Float
Swap Contract.
|