| Package | Description |
|---|---|
| org.drip.market.otc | |
| org.drip.product.creator | |
| org.drip.service.template |
| Modifier and Type | Method and Description |
|---|---|
FloatFloatComponent |
CrossFloatSwapConvention.createFloatFloatComponent(JulianDate dtSpot,
java.lang.String strMaturityTenor,
double dblBasis,
double dblReferenceNotional,
double dblDerivedNotional)
Create an Instance of the Float-Float Component
|
FloatFloatComponent |
FloatFloatSwapConvention.createFloatFloatComponent(JulianDate dtSpot,
java.lang.String strDerivedTenor,
java.lang.String strMaturityTenor,
double dblBasis,
double dblNotional)
Create an Instance of the Float-Float Component
|
| Modifier and Type | Method and Description |
|---|---|
static FloatFloatComponent |
DualStreamComponentBuilder.MakeFloatFloat(Stream floatReference,
Stream floatDerived,
CashSettleParams csp)
Make the FloatFloatComponent Instance from the Reference and the Derived Floating Streams
|
| Modifier and Type | Method and Description |
|---|---|
static FloatFloatComponent[] |
OTCInstrumentBuilder.FloatFloat(JulianDate dtSpot,
java.lang.String strCurrency,
java.lang.String strDerivedTenor,
java.lang.String[] astrMaturityTenor,
double dblBasis)
Construct an Array of OTC Float-Float Swap Instances
|
static FloatFloatComponent |
OTCInstrumentBuilder.FloatFloat(JulianDate dtSpot,
java.lang.String strCurrency,
java.lang.String strDerivedTenor,
java.lang.String strMaturityTenor,
double dblBasis)
Construct an OTC Float-Float Swap Instance
|