public class FXBasisCurveBuilder
extends java.lang.Object
Constructor and Description |
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FXBasisCurveBuilder() |
Modifier and Type | Method and Description |
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static FXBasisCurve |
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 |
FromByteArray(byte[] ab)
Create the FXBasisCurve from the given byte array
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public static final FXBasisCurve CreateFXBasisCurve(CurrencyPair cp, JulianDate dtSpot, double dblFXSpot, double[] adblDate, double[] adblFXBasis, boolean bIsFXBasisBootstrapped)
cp
- Currency PairdtSpot
- Spot DatedblFXSpot
- FX SpotadblDate
- Array of datesadblFXBasis
- Array of FX BasisbIsFXBasisBootstrapped
- True if the inputs are for bootstrapped FX basisjava.lang.Exception
- Thrown if the FXBasis instance cannot be createdpublic static final FXBasisCurve FromByteArray(byte[] ab)
ab
- Byte Array