java.lang.Object

org.drip.market.otc.OvernightFixedFloatContainer

public class OvernightFixedFloatContainer
extends java.lang.Object

OvernightFixedFloatContainer holds the settings of the standard OTC Overnight 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

Method Summary

Modifier and Type	Method	Description
`static FixedFloatSwapConvention`	`FundConventionFromJurisdiction(java.lang.String strJurisdictionName)`	Retrieve the Fix-Float Overnight Fund Convention for the specified Jurisdiction
`static FixedFloatSwapConvention`	`IndexConventionFromJurisdiction(java.lang.String strJurisdictionName, java.lang.String strMaturityTenor)`	Retrieve the Fix-Float Overnight Index Convention for the specified Jurisdiction
`static boolean`	`Init()`	Initialize the Fix-Float Conventions Container with the pre-set Fix-Float Contracts

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

Constructor Details
- OvernightFixedFloatContainer
  
  public OvernightFixedFloatContainer()
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
- FundConventionFromJurisdiction
  
  public static final FixedFloatSwapConvention FundConventionFromJurisdiction(java.lang.String strJurisdictionName)
  
  Retrieve the Fix-Float Overnight Fund Convention for the specified Jurisdiction
  
  Parameters:
  
  strJurisdictionName - The Jurisdiction Name
  
  Returns:
  
  The Fix-Float Overnight Fund Convention
- IndexConventionFromJurisdiction
  
  public static final FixedFloatSwapConvention IndexConventionFromJurisdiction(java.lang.String strJurisdictionName, java.lang.String strMaturityTenor)
  
  Retrieve the Fix-Float Overnight Index Convention for the specified Jurisdiction
  
  Parameters:
  
  strJurisdictionName - The Jurisdiction Name
  
  strMaturityTenor - The Maturity Tenor
  
  Returns:
  
  The Fix-Float Overnight Index Convention

Class OvernightFixedFloatContainer