public class FXForwardCurveBuilder
extends java.lang.Object
Constructor and Description |
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FXForwardCurveBuilder() |
Modifier and Type | Method and Description |
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static FXForwardCurve |
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 |
FromByteArray(byte[] ab)
Creates the FXForwardCurve from the given byte array
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public static final FXForwardCurve CreateFXForwardCurve(CurrencyPair cp, JulianDate dtSpot, double dblFXSpot, double[] adblDate, double[] adblFXFwd, boolean[] abIsPIP)
cp
- CurrencyPairdtSpot
- Spot DatedblFXSpot
- FX Spot RateadblDate
- Array of datesadblFXFwd
- Array of FX ForwardsabIsPIP
- Array of PIP indicatorsFXForwardCurve
- Instancepublic static final FXForwardCurve FromByteArray(byte[] ab)
ab
- Byte Array