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