| Package | Description |
|---|---|
| org.drip.param.period | |
| org.drip.product.fx |
| Modifier and Type | Method and Description |
|---|---|
FixingSetting |
CompositePeriodSetting.fxFixingSetting()
Retrieve the FX Fixing Setting
|
| Constructor and Description |
|---|
CompositePeriodSetting(int iFreq,
java.lang.String strTenor,
java.lang.String strPayCurrency,
DateAdjustParams dapPay,
double dblBaseNotional,
Array2D fsCoupon,
Array2D fsNotional,
FixingSetting fxFixingSetting,
CreditLabel creditLabel)
CompositePeriodSetting Constructor
|
| Modifier and Type | Method and Description |
|---|---|
FixingSetting |
ComponentPair.fxFixingSetting()
Retrieve the FX Fixing Setting
|
| Constructor and Description |
|---|
ComponentPair(java.lang.String strName,
CalibratableComponent rcReference,
CalibratableComponent rcDerived,
FixingSetting fxFixingSetting)
ComponentPair constructor
|