Class CrossFloatConventionContainer

java.lang.Object
org.drip.market.otc.CrossFloatConventionContainer

public class CrossFloatConventionContainer
extends java.lang.Object
CrossFloatConventionContainer contains the Conventions of Standard OTC Cross-Currency Float-Float Swaps.

Author:
Lakshmi Krishnamurthy
  • Constructor Summary

    Constructors
    Constructor Description
    CrossFloatConventionContainer()  
  • Method Summary

    Modifier and Type Method Description
    static CrossFloatSwapConvention ConventionFromJurisdiction​(java.lang.String strCurrency)
    Retrieve the Cross-Currency Float-Float Convention Instance from the Jurisdiction Name
    static CrossFloatSwapConvention ConventionFromJurisdiction​(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency)
    Retrieve the Cross-Currency Float-Float Convention Instance from the Reference/Derived Jurisdiction Names
    static boolean Init()
    Initialize the Cross-Currency Float-Float Conventions Container with the pre-set Floating Stream Contracts

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Constructor Details

    • CrossFloatConventionContainer

      public CrossFloatConventionContainer()
  • Method Details

    • Init

      public static final boolean Init()
      Initialize the Cross-Currency Float-Float Conventions Container with the pre-set Floating Stream Contracts
      Returns:
      TRUE - The Cross-Currency Float-Float Conventions Container successfully initialized
    • ConventionFromJurisdiction

      public static final CrossFloatSwapConvention ConventionFromJurisdiction​(java.lang.String strCurrency)
      Retrieve the Cross-Currency Float-Float Convention Instance from the Jurisdiction Name
      Parameters:
      strCurrency - The Jurisdiction Name
      Returns:
      The Float-Float Convention Instance
    • ConventionFromJurisdiction

      public static final CrossFloatSwapConvention ConventionFromJurisdiction​(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency)
      Retrieve the Cross-Currency Float-Float Convention Instance from the Reference/Derived Jurisdiction Names
      Parameters:
      strReferenceCurrency - The Reference Jurisdiction Name
      strDerivedCurrency - The Derived Jurisdiction Name
      Returns:
      The Float-Float Convention Instance