Uses of Class
org.drip.product.rates.FloatFloatComponent
Package | Description |
---|---|
org.drip.market.otc |
OTC Dual Stream Option Container
|
org.drip.product.creator |
Streams and Products Construction Utilities
|
org.drip.service.template |
Curve Construction Product Builder Templates
|
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Uses of FloatFloatComponent in org.drip.market.otc
Methods in org.drip.market.otc that return FloatFloatComponent Modifier and Type Method Description FloatFloatComponent
CrossFloatSwapConvention. createFloatFloatComponent(JulianDate dtSpot, java.lang.String strMaturityTenor, double dblBasis, double dblReferenceNotional, double dblDerivedNotional)
Create an Instance of the Float-Float ComponentFloatFloatComponent
FloatFloatSwapConvention. createFloatFloatComponent(JulianDate dtSpot, java.lang.String strDerivedTenor, java.lang.String strMaturityTenor, double dblBasis, double dblNotional)
Create an Instance of the Float-Float Component -
Uses of FloatFloatComponent in org.drip.product.creator
Methods in org.drip.product.creator that return FloatFloatComponent Modifier and Type Method Description static FloatFloatComponent
DualStreamComponentBuilder. MakeFloatFloat(Stream floatReference, Stream floatDerived, CashSettleParams csp)
Make the FloatFloatComponent Instance from the Reference and the Derived Floating Streams -
Uses of FloatFloatComponent in org.drip.service.template
Methods in org.drip.service.template that return FloatFloatComponent Modifier and Type Method Description static FloatFloatComponent[]
OTCInstrumentBuilder. FloatFloat(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strDerivedTenor, java.lang.String[] astrMaturityTenor, double dblBasis)
Construct an Array of OTC Float-Float Swap Instancesstatic FloatFloatComponent
OTCInstrumentBuilder. FloatFloat(JulianDate dtSpot, java.lang.String strCurrency, java.lang.String strDerivedTenor, java.lang.String strMaturityTenor, double dblBasis)
Construct an OTC Float-Float Swap Instance