Package org.drip.market.otc

Class SwapOptionSettlementContainer

java.lang.Object

org.drip.market.otc.SwapOptionSettlementContainer

public class SwapOptionSettlementContainer
extends java.lang.Object

SwapOptionSettlementContainer holds the Settlement Settings of the standard Option on an OTC Fix- Float Swap Contract.

• 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
SwapOptionSettlementContainer()

Method Summary

Modifier and Type	Method	Description
static SwapOptionSettlement	ConventionFromJurisdiction(java.lang.String strJurisdictionName)	Retrieve the Swap Option Settlement Convention for the specified Jurisdiction
static boolean	Init()	Initialize the Swap Option Settlement Conventions Container with the pre-set Swap Option Settlement Conventions

Methods inherited from class java.lang.Object

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

Constructor Details

SwapOptionSettlementContainer

public SwapOptionSettlementContainer()

Method Details

Init

public static final boolean Init()

Initialize the Swap Option Settlement Conventions Container with the pre-set Swap Option Settlement Conventions

Returns:

TRUE - The Swap Option Settlement Conventions Container successfully initialized with the pre-set Swap Option Settlement Conventions

ConventionFromJurisdiction

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

Retrieve the Swap Option Settlement Convention for the specified Jurisdiction

Parameters:

strJurisdictionName - The Jurisdiction Name

Returns:

The Swap Option Settlement Convention