Package org.drip.market.definition

Class IBORIndexContainer

java.lang.Object

org.drip.market.definition.IBORIndexContainer

public class IBORIndexContainer
extends java.lang.Object

IBORIndexContainer holds the definitions of the IBOR index definitions corresponding to the different jurisdictions.

• Module = Product Core Module
• Library = Fixed Income Analytics Library
• Project = Static Market Fields - the Definitions, the OTC/Exchange Traded Products, and Treasury Settings
• Package = IBOR, FX, Overnight Index Container

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
IBORIndexContainer()

Method Summary

Modifier and Type	Method	Description
static IBORIndex	IndexFromJurisdiction(java.lang.String strName)	Retrieve the IBOR Index from the Jurisdiction Name
static IBORIndex	IndexFromName(java.lang.String strName)	Retrieve the IBOR Index from the Index Name
static boolean	Init()	Initialize the IBOR Index Container with the Overnight Indexes

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

IBORIndexContainer

public IBORIndexContainer()

Method Details

Init

public static final boolean Init()

Initialize the IBOR Index Container with the Overnight Indexes

Returns:

TRUE - The IBOR Index Container successfully initialized with the indexes

IndexFromJurisdiction

public static final IBORIndex IndexFromJurisdiction(java.lang.String strName)

Retrieve the IBOR Index from the Jurisdiction Name

Parameters:

strName - The IBOR Index Jurisdiction Name

Returns:

The IBOR Index

IndexFromName

public static final IBORIndex IndexFromName(java.lang.String strName)

Retrieve the IBOR Index from the Index Name

Parameters:

strName - The IBOR Index Index Name

Returns:

The IBOR Index