Package | Description |
---|---|
org.drip.product.fx | |
org.drip.service.template |
Constructor and Description |
---|
FXBasisCalibrator(FXForwardComponent fxfwd)
Constructor: Construct the basis calibrator from the FXForward parent
|
Modifier and Type | Method and Description |
---|---|
static FXForwardComponent |
OTCInstrumentBuilder.FXForward(JulianDate dtSpot,
CurrencyPair ccyPair,
java.lang.String strMaturityTenor)
Create an OTC FX Forward Component
|
static FXForwardComponent[] |
OTCInstrumentBuilder.FXForward(JulianDate dtSpot,
CurrencyPair ccyPair,
java.lang.String[] astrMaturityTenor)
Create an Array of OTC FX Forward Components
|