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 FXForwardComponent
OTCInstrumentBuilder. FXForward(JulianDate dtSpot, CurrencyPair ccyPair, java.lang.String strMaturityTenor)
Create an OTC FX Forward Componentstatic FXForwardComponent[]
OTCInstrumentBuilder. FXForward(JulianDate dtSpot, CurrencyPair ccyPair, java.lang.String[] astrMaturityTenor)
Create an Array of OTC FX Forward Components