Package org.drip.template.irs

Standard IRS Fix-Float Template
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    AUD
    AUD contains a Templated Pricing of the OTC Fix-Float AUD IRS Instrument.
    CAD
    CAD contains a Templated Pricing of the OTC Fix-Float CAD IRS Instrument.
    CHF
    CHF contains a Templated Pricing of the OTC Fix-Float CHF IRS Instrument.
    CNY
    CNY contains a Templated Pricing of the OTC Fix-Float CNY IRS Instrument.
    DKK
    DKK contains a Templated Pricing of the OTC Fix-Float DKK IRS Instrument.
    EUR
    EUR contains a Templated Pricing of the OTC Fix-Float EUR IRS Instrument.
    GBP
    GBP contains a Templated Pricing of the OTC Fix-Float GBP IRS Instrument.
    HKD
    HKD contains a Templated Pricing of the OTC Fix-Float HKD IRS Instrument.
    INR
    INR contains a Templated Pricing of the OTC Fix-Float INR IRS Instrument.
    JPYLIBOR
    JPYLIBOR contains a Templated Pricing of the OTC Fix-LIBOR Float JPY IRS Instrument.
    JPYTIBOR
    JPY TIBOR contains a Templated Pricing of the OTC Fix-TIBOR Float JPY IRS Instrument.
    KRW
    KRW contains a Templated Pricing of the OTC Fix-Float KRW IRS Instrument.
    MYR
    MYR contains a Templated Pricing of the OTC Fix-Float MYR IRS Instrument.
    NOK
    NOK contains a Templated Pricing of the OTC Fix-Float NOK IRS Instrument.
    NZD
    NZD contains a Templated Pricing of the OTC Fix-Float NZD IRS Instrument.
    PLN
    PLN contains a Templated Pricing of the OTC Fix-Float PLN IRS Instrument.
    SEK
    SEK contains a Templated Pricing of the OTC Fix-Float SEK IRS Instrument.
    SGD
    SGD contains a Templated Pricing of the OTC Fix-Float SGD IRS Instrument.
    THB
    THB contains a Templated Pricing of the OTC Fix-Float THB IRS Instrument.
    TWD
    TWD contains a Templated Pricing of the OTC Fix-Float TWD IRS Instrument.
    USD
    USD contains a Templated Pricing of the OTC Fix-Float USD IRS Instrument.
    ZAR
    ZAR contains a Templated Pricing of the OTC Fix-Float ZAR IRS Instrument.