Uses of Class
org.drip.product.params.CurrencyPair

Packages that use CurrencyPair

Package	Description
org.drip.market.definition
org.drip.product.fx
org.drip.product.params
org.drip.service.template
org.drip.state.creator
org.drip.state.curve
org.drip.state.fx
org.drip.state.identifier
org.drip.state.nonlinear

Uses of CurrencyPair in org.drip.market.definition

Methods in org.drip.market.definition that return CurrencyPair

Modifier and Type	Method and Description
static CurrencyPair	FXSettingContainer.CurrencyPair(java.lang.String strCurrency1, java.lang.String strCurrency2) Retrieve the Currency Pair Instance from the specified Currencies

Uses of CurrencyPair in org.drip.product.fx

Methods in org.drip.product.fx that return CurrencyPair

Modifier and Type	Method and Description
CurrencyPair	FXForwardComponent.currencyPair() Get the Currency Pair
CurrencyPair	ForeignCollateralizedDomesticForward.getCcyPair()
CurrencyPair	DomesticCollateralizedForeignForward.getCcyPair()

Constructors in org.drip.product.fx with parameters of type CurrencyPair

Constructor and Description
DomesticCollateralizedForeignForward(CurrencyPair cp, double dblForexForwardStrike, JulianDate dtMaturity) Create an DomesticCollateralizedForeignForward from the currency pair, the strike, and the maturity dates
ForeignCollateralizedDomesticForward(CurrencyPair cp, double dblForexForwardStrike, JulianDate dtMaturity) Create an ForeignCollateralizedDomesticForward from the currency pair, the strike, and the maturity dates
FXForwardComponent(java.lang.String strName, CurrencyPair ccyPair, int iEffectiveDate, int iMaturityDate, double dblNotional, CashSettleParams csp) Create an FXForwardComponent from the currency pair, the effective and the maturity dates

Uses of CurrencyPair in org.drip.product.params

Methods in org.drip.product.params that return CurrencyPair

Modifier and Type	Method and Description
static CurrencyPair	CurrencyPair.FromCode(java.lang.String strCode) Construct the Currency Pair from the Code

Uses of CurrencyPair in org.drip.service.template

Methods in org.drip.service.template with parameters of type CurrencyPair

Modifier and Type	Method and Description
static CaseInsensitiveTreeMap<FXCurve>	LatentMarketStateBuilder.BumpedFXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot, int iLatentStateType, double dblBump, boolean bIsProportional) Construct a Tenor + Parallel Map of FX Curve from the FX Instruments
static FXCurve	LatentMarketStateBuilder.FXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot, int iLatentStateType) Construct an FX Curve from the FX Forward Instruments
static FXCurve	LatentMarketStateBuilder.FXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot, SegmentCustomBuilderControl scbc) Construct an FX Curve from the FX Forward Instruments
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
static FXCurve	LatentMarketStateBuilder.ShapePreservingFXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot) Construct a Shape Preserving FX Curve from the FX Forward Instruments
static FXCurve	LatentMarketStateBuilder.SmoothFXCurve(JulianDate dtSpot, CurrencyPair cp, java.lang.String[] astrMaturityTenor, double[] adblQuote, java.lang.String strMeasure, double dblFXSpot) Construct a Smooth FX Curve from the FX Forward Instruments

Uses of CurrencyPair in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type CurrencyPair

Modifier and Type	Method and Description
static FXCurve	ScenarioFXCurveBuilder.CubicPolynomialCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, double dblFXSpot) Create an Instance of the Cubic Polynomial Splined FX Forward Curve
static FXCurve	ScenarioFXCurveBuilder.CubicPolyShapePreserver(java.lang.String strName, CurrencyPair cp, int iSpotDate, CalibratableComponent[] aComp, double[] adblQuote, java.lang.String strManifestMeasure, double dblFXSpot) Construct an Instance of the Shape Preserver of the Cubic Polynomial Type, using the Specified Basis Set Builder Parameters.
static FXCurve	ScenarioFXCurveBuilder.CustomSplineCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, SegmentCustomBuilderControl scbc, double dblFXSpot) Create an Instance of the Custom Splined FX Forward Curve
static FXCurve	ScenarioFXCurveBuilder.KaklisPandelisCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, double dblFXSpot) Create an Instance of the Kaklis-Pandelis Splined FX Forward Curve
static FXCurve	ScenarioFXCurveBuilder.KLKHyperbolicCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, double dblFXSpot, double dblTension) Create an Instance of the KLK Hyperbolic Splined FX Forward Curve
static FXCurve	ScenarioFXCurveBuilder.KLKRationalLinearCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, double dblFXSpot, double dblTension) Create an Instance of the KLK Rational Linear Splined FX Forward Curve
static FXCurve	ScenarioFXCurveBuilder.KLKRationalQuadraticCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, double dblFXSpot, double dblTension) Create an Instance of the KLK Rational Quadratic Splined FX Forward Curve
static FXCurve	ScenarioFXCurveBuilder.QuarticPolynomialCurve(java.lang.String strName, JulianDate dtStart, CurrencyPair cp, java.lang.String[] astrTenor, double[] adblFXForward, double dblFXSpot) Create an Instance of the Quartic Polynomial Splined FX Forward Curve
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(LinearLatentStateCalibrator llsc, LatentStateStretchSpec[] aStretchSpec, CurrencyPair cp, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, double dblEpochResponse) Build the Shape Preserving FX Curve using the Custom Parameters
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(java.lang.String strName, CurrencyPair cp, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, CalibratableComponent[] aCalibComp, java.lang.String strManifestMeasure, double[] adblQuote, double dblEpochResponse, SegmentCustomBuilderControl scbc) Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static FXCurve	ScenarioFXCurveBuilder.ShapePreservingFXCurve(java.lang.String strName, CurrencyPair cp, ValuationParams valParams, CreditPricerParams pricerParams, CurveSurfaceQuoteContainer csqs, ValuationCustomizationParams vcp, java.lang.String strBasisType, FunctionSetBuilderParams fsbp, CalibratableComponent[] aCalibComp, java.lang.String strManifestMeasure, double[] adblQuote, double dblEpochResponse) Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.

Uses of CurrencyPair in org.drip.state.curve

Constructors in org.drip.state.curve with parameters of type CurrencyPair

Constructor and Description
BasisSplineFXForward(CurrencyPair cp, Span span) BasisSplineFXForward constructor

Uses of CurrencyPair in org.drip.state.fx

Methods in org.drip.state.fx that return CurrencyPair

Modifier and Type	Method and Description
CurrencyPair	FXCurve.currencyPair() Return the CurrencyPair

Uses of CurrencyPair in org.drip.state.identifier

Methods in org.drip.state.identifier that return CurrencyPair

Modifier and Type	Method and Description
CurrencyPair	FXLabel.currencyPair() Retrieve the Currency Pair Instance

Methods in org.drip.state.identifier with parameters of type CurrencyPair

Modifier and Type	Method and Description
static FXLabel	FXLabel.Standard(CurrencyPair cp) Make a Standard FX Label from the Currency Pair Instance

Uses of CurrencyPair in org.drip.state.nonlinear

Constructors in org.drip.state.nonlinear with parameters of type CurrencyPair

Constructor and Description
FlatForwardFXCurve(int iEpochDate, CurrencyPair cp, double dblFXSpot, int[] aiPillarDate, double[] adblFXForward) FlatForwardVolatilityCurve Constructor