Package | Description |
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org.drip.param.period | |
org.drip.product.fx |
Modifier and Type | Method and Description |
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FixingSetting |
CompositePeriodSetting.fxFixingSetting()
Retrieve the FX Fixing Setting
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Constructor and Description |
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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 |
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FixingSetting |
ComponentPair.fxFixingSetting()
Retrieve the FX Fixing Setting
|
Constructor and Description |
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ComponentPair(java.lang.String strName,
CalibratableComponent rcReference,
CalibratableComponent rcDerived,
FixingSetting fxFixingSetting)
ComponentPair constructor
|