Package org.drip.market.otc

Class IBORFixedFloatContainer

java.lang.Object

org.drip.market.otc.IBORFixedFloatContainer

public class IBORFixedFloatContainer
extends java.lang.Object

IBORFixedFloatContainer holds the settings of the standard OTC IBOR fix-float swap contract conventions.

• Module = Product Core Module
• Library = Fixed Income Analytics Library
• Project = Static Market Fields - the Definitions, the OTC/Exchange Traded Products, and Treasury Settings
• Package = OTC Dual Stream Option Container

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
IBORFixedFloatContainer()

Method Summary

Modifier and Type	Method	Description
static FixedFloatSwapConvention	ConventionFromJurisdiction(java.lang.String strJurisdictionName)	Retrieve the Fix-Float Convention for the specified Jurisdiction
static FixedFloatSwapConvention	ConventionFromJurisdiction(java.lang.String strJurisdictionName, java.lang.String strLocation, java.lang.String strMaturityTenor, java.lang.String strIndexName)	Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Index, Location, and Maturity Tenor
static FixedFloatSwapConvention	ConventionFromJurisdictionIndex(java.lang.String strJurisdictionName, java.lang.String strIndexName)	Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Index
static FixedFloatSwapConvention	ConventionFromJurisdictionLocation(java.lang.String strJurisdictionName, java.lang.String strLocation)	Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Location
static FixedFloatSwapConvention	ConventionFromJurisdictionMaturity(java.lang.String strJurisdictionName, java.lang.String strMaturityTenor)	Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Maturity Tenor
static boolean	Init()	Initialize the Fix-Float Conventions Container with the pre-set Fix-Float Contracts

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

IBORFixedFloatContainer

public IBORFixedFloatContainer()

Method Details

Init

public static final boolean Init()

Initialize the Fix-Float Conventions Container with the pre-set Fix-Float Contracts

Returns:

TRUE - The Fix-Float Conventions Container successfully initialized with the pre-set Fix-Float Contracts

ConventionFromJurisdiction

public static final FixedFloatSwapConvention ConventionFromJurisdiction(java.lang.String strJurisdictionName)

Retrieve the Fix-Float Convention for the specified Jurisdiction

Parameters:

strJurisdictionName - The Jurisdiction Name

Returns:

The Fix-Float Convention

ConventionFromJurisdictionMaturity

public static final FixedFloatSwapConvention ConventionFromJurisdictionMaturity(java.lang.String strJurisdictionName,
java.lang.String strMaturityTenor)

Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Maturity Tenor

Parameters:

strJurisdictionName - The Jurisdiction Name

strMaturityTenor - The Maturity Tenor

Returns:

The Fix-Float Convention

ConventionFromJurisdictionLocation

public static final FixedFloatSwapConvention ConventionFromJurisdictionLocation(java.lang.String strJurisdictionName,
java.lang.String strLocation)

Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Location

Parameters:

strJurisdictionName - The Jurisdiction Name

strLocation - The Location

Returns:

The Fix-Float Convention

ConventionFromJurisdictionIndex

public static final FixedFloatSwapConvention ConventionFromJurisdictionIndex(java.lang.String strJurisdictionName,
java.lang.String strIndexName)

Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Index

Parameters:

strJurisdictionName - The Jurisdiction Name

strIndexName - The Index Name

Returns:

The Fix-Float Convention

ConventionFromJurisdiction

public static final FixedFloatSwapConvention ConventionFromJurisdiction(java.lang.String strJurisdictionName,
java.lang.String strLocation,
java.lang.String strMaturityTenor,
java.lang.String strIndexName)

Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Index, Location, and Maturity Tenor

Parameters:

strJurisdictionName - The Jurisdiction Name

strLocation - The Location

strMaturityTenor - Maturity Tenor

strIndexName - The Index Name

Returns:

The Fix-Float Convention