Package | Description |
---|---|
org.drip.analytics.creator | |
org.drip.analytics.curve |
Modifier and Type | Method and Description |
---|---|
static FXBasisCurve |
FXBasisCurveBuilder.CreateFXBasisCurve(CurrencyPair cp,
JulianDate dtSpot,
double dblFXSpot,
double[] adblDate,
double[] adblFXBasis,
boolean bIsFXBasisBootstrapped)
Constructs an FXBasis instance from the currency pair, FX Spot, and FX basis parameters
|
static FXBasisCurve |
FXBasisCurveBuilder.FromByteArray(byte[] ab)
Creates the FXBasisCurve from the given byte array
|
Modifier and Type | Class and Description |
---|---|
class |
DerivedFXBasis
This class contains the constant forward basis based FX Basis Curve holder object.
|