Uses of Class
org.drip.product.fx.FXForwardComponent
| Package | Description |
|---|---|
| org.drip.product.fx |
FX Forwards, Cross Currency Swaps
|
| org.drip.service.template |
Curve Construction Product Builder Templates
|
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Uses of FXForwardComponent in org.drip.product.fx
Constructors in org.drip.product.fx with parameters of type FXForwardComponent Constructor Description FXBasisCalibrator(FXForwardComponent fxfwd)Constructor: Construct the basis calibrator from the FXForward parent -
Uses of FXForwardComponent in org.drip.service.template
Methods in org.drip.service.template that return FXForwardComponent Modifier and Type Method Description static FXForwardComponentOTCInstrumentBuilder. FXForward(JulianDate spotDate, CurrencyPair currencyPair, java.lang.String maturityTenor)Create an OTC FX Forward Componentstatic FXForwardComponent[]OTCInstrumentBuilder. FXForward(JulianDate spotDate, CurrencyPair currencyPair, java.lang.String[] maturityTenorArray)Create an Array of OTC FX Forward Components