Uses of Class
org.drip.market.otc.CrossFloatStreamConvention
| Package | Description |
|---|---|
| org.drip.market.otc |
OTC Dual Stream Option Container
|
-
Uses of CrossFloatStreamConvention in org.drip.market.otc
Methods in org.drip.market.otc that return CrossFloatStreamConvention Modifier and Type Method Description CrossFloatStreamConventionCrossFloatSwapConvention. derivedConvention()Retrieve the Derived ConventionCrossFloatStreamConventionCrossFloatSwapConvention. referenceConvention()Retrieve the Reference ConventionConstructors in org.drip.market.otc with parameters of type CrossFloatStreamConvention Constructor Description CrossFloatSwapConvention(CrossFloatStreamConvention crossStreamReference, CrossFloatStreamConvention crossStreamDerived, int iFixingType, boolean bFXMTM, int iSpotLag)CrossFloatSwapConvention Constructor