Uses of Class
org.drip.market.otc.FixedFloatSwapConvention
Package | Description |
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org.drip.market.otc |
OTC Dual Stream Option Container
|
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Uses of FixedFloatSwapConvention in org.drip.market.otc
Methods in org.drip.market.otc that return FixedFloatSwapConvention Modifier and Type Method Description static FixedFloatSwapConvention
IBORFixedFloatContainer. ConventionFromJurisdiction(java.lang.String strJurisdictionName)
Retrieve the Fix-Float Convention for the specified Jurisdictionstatic FixedFloatSwapConvention
IBORFixedFloatContainer. ConventionFromJurisdiction(java.lang.String strJurisdictionName, java.lang.String strLocation, java.lang.String strMaturityTenor, java.lang.String strIndexName)
Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Index, Location, and Maturity Tenorstatic FixedFloatSwapConvention
IBORFixedFloatContainer. ConventionFromJurisdictionIndex(java.lang.String strJurisdictionName, java.lang.String strIndexName)
Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Indexstatic FixedFloatSwapConvention
IBORFixedFloatContainer. ConventionFromJurisdictionLocation(java.lang.String strJurisdictionName, java.lang.String strLocation)
Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Locationstatic FixedFloatSwapConvention
IBORFixedFloatContainer. ConventionFromJurisdictionMaturity(java.lang.String strJurisdictionName, java.lang.String strMaturityTenor)
Retrieve the Fix-Float Convention for the specified Jurisdiction for the specified Maturity Tenorstatic FixedFloatSwapConvention
OvernightFixedFloatContainer. FundConventionFromJurisdiction(java.lang.String strJurisdictionName)
Retrieve the Fix-Float Overnight Fund Convention for the specified Jurisdictionstatic FixedFloatSwapConvention
OvernightFixedFloatContainer. IndexConventionFromJurisdiction(java.lang.String strJurisdictionName, java.lang.String strMaturityTenor)
Retrieve the Fix-Float Overnight Index Convention for the specified Jurisdiction