Package org.drip.market.otc
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
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Constructor Summary
Constructors Constructor Description CrossFloatConventionContainer()
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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 Namestatic CrossFloatSwapConvention
ConventionFromJurisdiction(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency)
Retrieve the Cross-Currency Float-Float Convention Instance from the Reference/Derived Jurisdiction Namesstatic boolean
Init()
Initialize the Cross-Currency Float-Float Conventions Container with the pre-set Floating Stream ContractsMethods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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CrossFloatConventionContainer
public CrossFloatConventionContainer()
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Method Details
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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
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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
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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 NamestrDerivedCurrency
- The Derived Jurisdiction Name- Returns:
- The Float-Float Convention Instance
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