Uses of Class
org.drip.market.otc.CrossFloatStreamConvention
Package | Description |
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org.drip.market.otc |
OTC Dual Stream Option Container
|
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Uses of CrossFloatStreamConvention in org.drip.market.otc
Methods in org.drip.market.otc that return CrossFloatStreamConvention Modifier and Type Method Description CrossFloatStreamConvention
CrossFloatSwapConvention. derivedConvention()
Retrieve the Derived ConventionCrossFloatStreamConvention
CrossFloatSwapConvention. 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