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

Packages that use FXCurve

Package	Description
org.drip.param.market	Curves Surfaces Quotes Fixings Container
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.nonlinear	Nonlinear (i.e., Boot) Latent State Construction

Uses of FXCurve in org.drip.param.market

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

Modifier and Type	Method	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	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	Description
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 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

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

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

Uses of FXCurve in org.drip.state.creator

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

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 FXCurve in org.drip.state.curve

Subclasses of FXCurve in org.drip.state.curve

Modifier and Type	Class	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	Description
ForeignCollateralizedDiscountCurve(java.lang.String currency, MergedDiscountForwardCurve foreignCollateralizedDiscountCurve, FXCurve fxCurve, VolatilityCurve foreignCollateralizedVolatilityCurve, VolatilityCurve fxVolatilityCurve, R1ToR1 collateralForeignFXCorrelationFunction)	ForeignCollateralizedDiscountCurve constructor

Uses of FXCurve in org.drip.state.fx

Subclasses of FXCurve in org.drip.state.fx

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