public class FXAPI
extends java.lang.Object
FXAPI contains a demo of the FX API Sample. It shows the following:
- Create a currency pair, FX SPot, and FX Forward.
- Calculate the FX forward PIP/outright.
- Calculate the DC Basis on the domestic and the foreign curves.
- Create an FX curve from the spot, and the array of nodes, FX forward, as well as the PIP indicator.
- Calculate the array of the domestic/foreign basis.
- Calculate the array of bootstrapped domestic/foreign basis.
- Re-imply the array of FX Forward from domestic/foreign Basis Curve.