org.drip.product.params

Class CurrencyPair

java.lang.Object

org.drip.product.params.CurrencyPair

public class CurrencyPair
extends java.lang.Object

CurrencyPair class contains the numerator currency, the denominator currency, the quote currency, and the PIP Factor. It exports serialization into and de-serialization out of byte arrays.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CurrencyPair(java.lang.String strNumCcy, java.lang.String strDenomCcy, java.lang.String strQuoteCcy, double dblPIPFactor) Construct the currency pair from the numerator currency, the denominator currency, the quote currency, and the PIP Factor

Method Summary

Modifier and Type	Method and Description
java.lang.String	code() Get the currency pair code
java.lang.String	denomCcy() Get the denominator currency
static CurrencyPair	FromCode(java.lang.String strCode) Construct the Currency Pair from the Code
java.lang.String	inverseCode() Get the inverse currency pair code
java.lang.String	numCcy() Get the numerator currency
double	pipFactor() Get the PIP Factor
java.lang.String	quoteCcy() Get the quote currency
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Constructor Detail

CurrencyPair

public CurrencyPair(java.lang.String strNumCcy,
                    java.lang.String strDenomCcy,
                    java.lang.String strQuoteCcy,
                    double dblPIPFactor)
             throws java.lang.Exception

Construct the currency pair from the numerator currency, the denominator currency, the quote currency, and the PIP Factor

Parameters:

strNumCcy - Numerator currency

strDenomCcy - Denominator currency

strQuoteCcy - Quote Currency

dblPIPFactor - PIP Factor

Throws:

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

Method Detail

FromCode

public static final CurrencyPair FromCode(java.lang.String strCode)

Construct the Currency Pair from the Code

Parameters:

strCode - Currency Pair Code

Returns:

The Currency Pair

numCcy

public java.lang.String numCcy()

Get the numerator currency

Returns:

Numerator currency

denomCcy

public java.lang.String denomCcy()

Get the denominator currency

Returns:

Denominator currency

quoteCcy

public java.lang.String quoteCcy()

Get the quote currency

Returns:

Quote currency

code

public java.lang.String code()

Get the currency pair code

Returns:

Currency pair code

inverseCode

public java.lang.String inverseCode()

Get the inverse currency pair code

Returns:

The Inverse Currency pair code

pipFactor

public double pipFactor()

Get the PIP Factor

Returns:

PIP Factor

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object