Uses of Class
org.drip.market.otc.CrossFloatSwapConvention
| Package | Description |
|---|---|
| org.drip.market.otc |
OTC Dual Stream Option Container
|
-
Uses of CrossFloatSwapConvention in org.drip.market.otc
Methods in org.drip.market.otc that return CrossFloatSwapConvention Modifier and Type Method Description static CrossFloatSwapConventionCrossFloatConventionContainer. ConventionFromJurisdiction(java.lang.String strCurrency)Retrieve the Cross-Currency Float-Float Convention Instance from the Jurisdiction Namestatic CrossFloatSwapConventionCrossFloatConventionContainer. ConventionFromJurisdiction(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency)Retrieve the Cross-Currency Float-Float Convention Instance from the Reference/Derived Jurisdiction Names