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