org.drip.product.fx

Class ForeignCollateralizedDomesticForward

java.lang.Object

org.drip.product.fx.ForeignCollateralizedDomesticForward

public class ForeignCollateralizedDomesticForward
extends java.lang.Object

ForeignCollateralizedDomesticForward contains the Foreign Currency Collateralized Domestic Payout FX forward product contract details.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ForeignCollateralizedDomesticForward(CurrencyPair cp, double dblForexForwardStrike, JulianDate dtMaturity) Create an ForeignCollateralizedDomesticForward from the currency pair, the strike, and the maturity dates

Method Summary

Modifier and Type	Method and Description
CurrencyPair	getCcyPair()
JulianDate	getMaturityDate()
java.util.Set<java.lang.String>	getMeasureNames()
java.lang.String	getPrimaryCode()
java.lang.String[]	getSecondaryCode()
void	setPrimaryCode(java.lang.String strCode)
CaseInsensitiveTreeMap<java.lang.Double>	value(ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams quotingParams)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ForeignCollateralizedDomesticForward

public ForeignCollateralizedDomesticForward(CurrencyPair cp,
                                            double dblForexForwardStrike,
                                            JulianDate dtMaturity)
                                     throws java.lang.Exception

Create an ForeignCollateralizedDomesticForward from the currency pair, the strike, and the maturity dates

Parameters:

cp - Currency Pair

dblForexForwardStrike - Forex Forward Strike

dtMaturity - Maturity Date

Throws:

java.lang.Exception - Thrown if the inputs are invalid

Method Detail

getPrimaryCode

public java.lang.String getPrimaryCode()

setPrimaryCode

public void setPrimaryCode(java.lang.String strCode)

getSecondaryCode

public java.lang.String[] getSecondaryCode()

getMaturityDate

public JulianDate getMaturityDate()

getCcyPair

public CurrencyPair getCcyPair()

value

public CaseInsensitiveTreeMap<java.lang.Double> value(ValuationParams valParams,
                                                      CreditPricerParams pricerParams,
                                                      CurveSurfaceQuoteContainer csqs,
                                                      ValuationCustomizationParams quotingParams)

getMeasureNames

public java.util.Set<java.lang.String> getMeasureNames()