Class CrossFloatStreamConvention

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

public class CrossFloatStreamConvention
extends java.lang.Object
CrossFloatStreamConvention contains the Details of the Single Currency Floating Stream of an OTC Contact.

Author:
Lakshmi Krishnamurthy
  • Constructor Summary

    Constructors
    Constructor Description
    CrossFloatStreamConvention​(java.lang.String strCurrency, java.lang.String strTenor, boolean bApplySpread)
    CrossFloatStreamConvention Constructor
  • Method Summary

    Modifier and Type Method Description
    boolean applySpread()
    Retrieve the "Apply Spread" Flag
    java.lang.String currency()
    Retrieve the Currency
    java.lang.String tenor()
    Retrieve the Tenor
    java.lang.String toString()  

    Methods inherited from class java.lang.Object

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

    • CrossFloatStreamConvention

      public CrossFloatStreamConvention​(java.lang.String strCurrency, java.lang.String strTenor, boolean bApplySpread) throws java.lang.Exception
      CrossFloatStreamConvention Constructor
      Parameters:
      strCurrency - Floating Stream Currency
      strTenor - Floating Stream Tenor
      bApplySpread - TRUE - Apply Spread to this Stream
      Throws:
      java.lang.Exception - Thrown if the Inputs are invalid
  • Method Details

    • currency

      public java.lang.String currency()
      Retrieve the Currency
      Returns:
      The Currency
    • tenor

      public java.lang.String tenor()
      Retrieve the Tenor
      Returns:
      The Tenor
    • applySpread

      public boolean applySpread()
      Retrieve the "Apply Spread" Flag
      Returns:
      The "Apply Spread" Flag
    • toString

      public java.lang.String toString()
      Overrides:
      toString in class java.lang.Object