Package | Description |
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org.drip.product.rates |
Modifier and Type | Method and Description |
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FloatingStream |
FloatFloatComponent.getDerivedStream()
Retrieve the Derived Stream
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FloatingStream[] |
RatesBasket.getFloatStreamComponents()
Retrieve the array of the float stream components
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FloatingStream |
FloatFloatComponent.getReferenceStream()
Retrieve the Reference Stream
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Constructor and Description |
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FloatFloatComponent(FloatingStream floatReference,
FloatingStream floatDerived)
Construct the FloatFloatComponent from the Reference and the Derived Floating Streams.
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RatesBasket(java.lang.String strName,
FixedStream[] aCompFixedStream,
FloatingStream[] aCompFloatStream)
RatesBasket constructor
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