Package | Description |
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org.drip.analytics.creator | |
org.drip.analytics.curve |
Modifier and Type | Method and Description |
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static FXForwardCurve |
FXForwardCurveBuilder.CreateFXForwardCurve(CurrencyPair cp,
JulianDate dtSpot,
double dblFXSpot,
double[] adblDate,
double[] adblFXFwd,
boolean[] abIsPIP)
Creates an FXForwardCurve from the CurrencyPair, FX Spot, and the FX Forward parameters
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static FXForwardCurve |
FXForwardCurveBuilder.FromByteArray(byte[] ab)
Creates the FXForwardCurve from the given byte array
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Modifier and Type | Class and Description |
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class |
DerivedFXForward
This class contains the constant forward based FX Forward Curve holder object.
|