Uses of Class
org.drip.market.definition.FloaterIndex

Packages that use FloaterIndex

Package	Description
org.drip.market.definition	IBOR, FX, Overnight Index Container
org.drip.sample.forward	IBOR Spline Forward Curve Construction
org.drip.state.identifier	Latent State Identifier Labels

Uses of FloaterIndex in org.drip.market.definition

Subclasses of FloaterIndex in org.drip.market.definition

Modifier and Type	Class	Description
class	IBORIndex	IBORIndex contains the definitions of the IBOR indexes of different jurisdictions.
class	OvernightIndex	OvernightIndex contains the definitions of the overnight indexes of different jurisdictions.

Uses of FloaterIndex in org.drip.sample.forward

Methods in org.drip.sample.forward with parameters of type FloaterIndex

Modifier and Type	Method	Description
static MergedDiscountForwardCurve	OvernightIndexCurve.MakeDC(java.lang.String strCurrency, JulianDate dtSpot, int[] aiDepositMaturityDays, double[] adblDepositQuote, java.lang.String[] astrShortEndOISMaturityTenor, double[] adblShortEndOISQuote, java.lang.String[] astrOISFutureTenor, java.lang.String[] astrOISFutureMaturityTenor, double[] adblOISFutureQuote, java.lang.String[] astrLongEndOISMaturityTenor, double[] adblLongEndOISQuote, SegmentCustomBuilderControl scbc, FloaterIndex fi)	Construct the Merged Forward Discount Curve

Uses of FloaterIndex in org.drip.state.identifier

Methods in org.drip.state.identifier that return FloaterIndex

Modifier and Type	Method	Description
FloaterIndex	FloaterLabel.floaterIndex()	Retrieve the Floater Index

Methods in org.drip.state.identifier with parameters of type FloaterIndex

Modifier and Type	Method	Description
static ForwardLabel	ForwardLabel.Create(FloaterIndex floaterIndex, java.lang.String tenor)	Construct a ForwardLabel from the tenor and the index

Constructors in org.drip.state.identifier with parameters of type FloaterIndex

Constructor	Description
OTCFixFloatLabel(FloaterIndex floaterIndex, java.lang.String forwardTenor, java.lang.String fixFloatTenor)	OTCFixFloatLabel Constructor