Uses of Class
org.drip.state.fx.FXCurve

Packages that use FXCurve

Package	Description
org.drip.param.market
org.drip.service.template
org.drip.state.creator
org.drip.state.curve
org.drip.state.fx
org.drip.state.nonlinear

Uses of FXCurve in org.drip.param.market

Methods in org.drip.param.market that return FXCurve

Modifier and Type	Method and Description
FXCurve	CurveSurfaceQuoteContainer.fxState(FXLabel fxLabel) Retrieve the FX State for the specified FX Latent State Label

Methods in org.drip.param.market with parameters of type FXCurve

Modifier and Type	Method and Description
boolean	CurveSurfaceQuoteContainer.setFXState(FXCurve fxfc) (Re)-set the FX State for the specified FX Latent State Label

Uses of FXCurve in org.drip.service.template

Methods in org.drip.service.template that return FXCurve

Modifier and Type	Method and Description
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 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

Methods in org.drip.service.template that return types with arguments of type FXCurve

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

Uses of FXCurve in org.drip.state.creator

Methods in org.drip.state.creator that return FXCurve

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 FXCurve in org.drip.state.curve

Subclasses of FXCurve in org.drip.state.curve

Modifier and Type	Class and Description
class	BasisSplineFXForward BasisSplineFXForward manages the Basis Latent State, using the Basis as the State Response Representation.

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

Constructor and Description
ForeignCollateralizedDiscountCurve(java.lang.String strCurrency, MergedDiscountForwardCurve dcCollateralForeign, FXCurve fxForward, VolatilityCurve vcCollateralForeign, VolatilityCurve vcFX, R1ToR1 r1r1CollateralForeignFXCorrelation) ForeignCollateralizedDiscountCurve constructor

Uses of FXCurve in org.drip.state.fx

Subclasses of FXCurve in org.drip.state.fx

Modifier and Type	Class and Description
class	ExplicitBootFXCurve ExplicitBootFXCurve exposes the functionality associated with the bootstrapped FX Curve.

Uses of FXCurve in org.drip.state.nonlinear

Subclasses of FXCurve in org.drip.state.nonlinear

Modifier and Type	Class and Description
class	FlatForwardFXCurve FlatForwardVolatilityCurve manages the Volatility Latent State, using the Forward Volatility as the State Response Representation.