Package org.drip.market.definition

IBOR, FX, Overnight Index Container
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    FloaterIndex
    FloaterIndex contains the definitions of the floating rate indexes of different jurisdictions.
    FXSettingContainer
    FXSettingContainer contains the Parameters related to the FX Settings.
    IBORIndex
    IBORIndex contains the definitions of the IBOR indexes of different jurisdictions.
    IBORIndexContainer
    IBORIndexContainer holds the definitions of the IBOR index definitions corresponding to the different jurisdictions.
    OvernightIndex
    OvernightIndex contains the definitions of the overnight indexes of different jurisdictions.
    OvernightIndexContainer
    OvernightIndexContainer holds the definitions of the overnight index definitions corresponding to different jurisdictions.