Package | Description |
---|---|
org.drip.product.creator | |
org.drip.product.fx |
Modifier and Type | Method and Description |
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static FXForward |
FXForwardBuilder.CreateFXForward(CurrencyPair ccyPair,
JulianDate dtEffective,
JulianDate dtMaturity)
Creates the FXForward object from Currency Pair, effective date, and maturity.
|
static FXForward |
FXForwardBuilder.CreateFXForward(CurrencyPair ccyPair,
JulianDate dtEffective,
java.lang.String strTenor)
Creates the FXForward object from Currency Pair, effective date, and tenor.
|
static FXForward |
FXForwardBuilder.FromByteArray(byte[] ab)
Create a FXForward Instance from the byte array
|
Modifier and Type | Class and Description |
---|---|
class |
FXForwardContract
FXForwardContract contains the FX forward product contract details - the effective date, the maturity
date, the currency pair and the product code.
|