Package org.drip.product.fx

FX Forwards, Cross Currency Swaps
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    ComponentPair
    ComponentPair contains the implementation of the dual cross currency components.
    DomesticCollateralizedForeignForward
    DomesticCollateralizedForeignForward contains the Domestic Currency Collateralized Foreign Payout FX forward product contract details.
    ForeignCollateralizedDomesticForward
    ForeignCollateralizedDomesticForward contains the Foreign Currency Collateralized Domestic Payout FX forward product contract details.
    FXForwardComponent
    FXForwardComponent contains the Standard FX forward Component contract details - the effective date, the maturity date, the currency pair and the product code.