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

Packages that use CurrencyPair
Package	Description
org.drip.market.definition	IBOR, FX, Overnight Index Container
org.drip.product.fx	FX Forwards, Cross Currency Swaps
org.drip.product.params	Fixed Income Product Customization Parameters
org.drip.service.template	Curve Construction Product Builder Templates
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.fx	FX Latent State Curve Estimator
org.drip.state.identifier	Latent State Identifier Labels
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction

Uses of CurrencyPair in org.drip.market.definition

Methods in org.drip.market.definition that return CurrencyPair
Modifier and Type	Method	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	Description
`CurrencyPair`	FXForwardComponent.`currencyPair()`	Get the Currency Pair
`CurrencyPair`	DomesticCollateralizedForeignForward.`getCcyPair()`	Retrieve the Currency Pair
`CurrencyPair`	ForeignCollateralizedDomesticForward.`getCcyPair()`	Retrieve the Currency Pair

Constructors in org.drip.product.fx with parameters of type CurrencyPair
Constructor	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	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	Description
`static CaseInsensitiveTreeMap<FXCurve>`	LatentMarketStateBuilder.`BumpedFXCurve(JulianDate spotDate, CurrencyPair currencyPair, java.lang.String[] maturityTenorArray, double[] quoteArray, java.lang.String calibrationMeasure, double fxSpot, int latentStateType, double bumpAmount, boolean isProportional)`	Construct a Tenor + Parallel Map of FX Curve from the FX Instruments
`static FXCurve`	LatentMarketStateBuilder.`FXCurve(JulianDate spotDate, CurrencyPair currencyPair, java.lang.String[] maturityTenorArray, double[] quoteArray, java.lang.String calibrationMeasure, double fxSpot, int latentStateType)`	Construct an FX Curve from the FX Forward Instruments
`static FXCurve`	LatentMarketStateBuilder.`FXCurve(JulianDate spotDate, CurrencyPair currencyPair, java.lang.String[] maturityTenorArray, double[] quoteArray, java.lang.String calibrationMeasure, double fxSpot, SegmentCustomBuilderControl segmentCustomBuilderControl)`	Construct an FX Curve from the FX Forward Instruments
`static FXForwardComponent`	OTCInstrumentBuilder.`FXForward(JulianDate spotDate, CurrencyPair currencyPair, java.lang.String maturityTenor)`	Create an OTC FX Forward Component
`static FXForwardComponent[]`	OTCInstrumentBuilder.`FXForward(JulianDate spotDate, CurrencyPair currencyPair, java.lang.String[] maturityTenorArray)`	Create an Array of OTC FX Forward Components
`static FXCurve`	LatentMarketStateBuilder.`ShapePreservingFXCurve(JulianDate spotDate, CurrencyPair currencyPair, java.lang.String[] maturityTenorArray, double[] quoteArray, java.lang.String calibrationMeasure, double fxSpot)`	Construct a Shape Preserving FX Curve from the FX Forward Instruments
`static FXCurve`	LatentMarketStateBuilder.`SmoothFXCurve(JulianDate spotDate, CurrencyPair currencyPair, java.lang.String[] maturityTenorArray, double[] quoteArray, java.lang.String calibrationMeasure, double fxSpot)`	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	Description
`static FXCurve`	ScenarioFXCurveBuilder.`CubicPolynomialCurve(java.lang.String name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, double fxSpot)`	Create an Instance of the Cubic Polynomial Splined FX Forward Curve
`static FXCurve`	ScenarioFXCurveBuilder.`CubicPolyShapePreserver(java.lang.String name, CurrencyPair currencyPair, int spotDate, CalibratableComponent[] calibratableComponentArray, double[] quoteArray, java.lang.String manifestMeasure, double fxSpot)`	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 name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, SegmentCustomBuilderControl segmentCustomBuilderControl, double fxSpot)`	Create an Instance of the Custom Splined FX Forward Curve
`static FXCurve`	ScenarioFXCurveBuilder.`KaklisPandelisCurve(java.lang.String name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, double fxSpot)`	Create an Instance of the Kaklis-Pandelis Splined FX Forward Curve
`static FXCurve`	ScenarioFXCurveBuilder.`KLKHyperbolicCurve(java.lang.String name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, double fxSpot, double tension)`	Create an Instance of the KLK Hyperbolic Splined FX Forward Curve
`static FXCurve`	ScenarioFXCurveBuilder.`KLKRationalLinearCurve(java.lang.String name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, double fxSpot, double tension)`	Create an Instance of the KLK Rational Linear Splined FX Forward Curve
`static FXCurve`	ScenarioFXCurveBuilder.`KLKRationalQuadraticCurve(java.lang.String name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, double fxSpot, double tension)`	Create an Instance of the KLK Rational Quadratic Splined FX Forward Curve
`static FXCurve`	ScenarioFXCurveBuilder.`QuarticPolynomialCurve(java.lang.String name, JulianDate startDate, CurrencyPair currencyPair, java.lang.String[] tenorArray, double[] fxForwardArray, double fxSpot)`	Create an Instance of the Quartic Polynomial Splined FX Forward Curve
`static FXCurve`	ScenarioFXCurveBuilder.`ShapePreservingFXCurve(java.lang.String name, CurrencyPair currencyPair, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, java.lang.String basisType, FunctionSetBuilderParams functionSetBuilderParams, CalibratableComponent[] calibratableComponentArray, java.lang.String manifestMeasure, double[] quoteArray, double epochResponse)`	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 name, CurrencyPair currencyPair, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, CalibratableComponent[] calibratableComponentArray, java.lang.String manifestMeasure, double[] quoteArray, double epochResponse, SegmentCustomBuilderControl segmentCustomBuilderControl)`	Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
`static FXCurve`	ScenarioFXCurveBuilder.`ShapePreservingFXCurve(LinearLatentStateCalibrator linearLatentStateCalibrator, LatentStateStretchSpec[] latentStateStretchSpecArray, CurrencyPair currencyPair, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, double epochResponse)`	Build the Shape Preserving FX Curve using the Custom Parameters

Uses of CurrencyPair in org.drip.state.curve

Constructors in org.drip.state.curve with parameters of type CurrencyPair
Constructor	Description
`BasisSplineFXForward(CurrencyPair currencyPair, 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 Description

CurrencyPair FXCurve.currencyPair()
Return the Currency Pair

Uses of CurrencyPair in org.drip.state.identifier

Methods in org.drip.state.identifier that return CurrencyPair
Modifier and Type	Method	Description
`CurrencyPair`	FXLabel.`currencyPair()`	Retrieve the Currency Pair Instance

Methods in org.drip.state.identifier with parameters of type CurrencyPair
Modifier and Type	Method	Description
`static FXLabel`	FXLabel.`Standard(CurrencyPair currencyPair)`	Make a Standard FX Label from the Currency Pair Instance

Constructors in org.drip.state.identifier with parameters of type CurrencyPair
Constructor	Description
`FXLabel(CurrencyPair currencyPair)`	FXLabel Constructor

Uses of CurrencyPair in org.drip.state.nonlinear

Constructors in org.drip.state.nonlinear with parameters of type CurrencyPair
Constructor	Description
`FlatForwardFXCurve(int epochDate, CurrencyPair currencyPair, double fxSpot, int[] dateArray, double[] fxForwardArray)`	FlatForwardVolatilityCurve Constructor