Package org.drip.market.otc

Class IBORFloatFloatContainer

java.lang.Object

org.drip.market.otc.IBORFloatFloatContainer

public class IBORFloatFloatContainer
extends java.lang.Object

IBORFloatFloatContainer holds the settings of the standard OTC float-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
IBORFloatFloatContainer()

Method Summary

Modifier and Type	Method	Description
static FloatFloatSwapConvention	ConventionFromJurisdiction(java.lang.String strCurrency)	Retrieve the Float-Float Convention Instance from the Jurisdiction Name
static boolean	Init()	Initialize the Float-Float Conventions Container with the pre-set Float-Float Contracts

Methods inherited from class java.lang.Object

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

Constructor Details

IBORFloatFloatContainer

public IBORFloatFloatContainer()

Method Details

Init

public static final boolean Init()

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

Returns:

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

ConventionFromJurisdiction

public static final FloatFloatSwapConvention ConventionFromJurisdiction(java.lang.String strCurrency)

Retrieve the Float-Float Convention Instance from the Jurisdiction Name

Parameters:

strCurrency - The Jurisdiction Name

Returns:

The Float-Float Convention Instance