public abstract class FXBasisCurve extends Serializer implements Curve
NULL_SER_STRING, VERSION
Constructor and Description |
---|
FXBasisCurve() |
Modifier and Type | Method and Description |
---|---|
abstract CurrencyPair |
getCurrencyPair()
Returns the currency pair instance
|
abstract double[] |
getFullFXFwd(ValuationParams valParam,
DiscountCurve dcNum,
DiscountCurve dcDenom,
boolean bBasisOnDenom,
boolean bFwdAsPIP)
Returns the array of full FX Forwards
|
abstract double |
getFXSpot()
Gets the FX Spot
|
abstract JulianDate |
getSpotDate()
Returns the Spot Date
|
abstract boolean |
IsBasisBootstrapped()
Returns if the inputs are for bootstrapped FX basis
|
deserialize, getCollectionKeyValueDelimiter, getCollectionMultiLevelKeyDelimiter, getCollectionRecordDelimiter, getFieldDelimiter, getObjectTrailer, serialize
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
buildInterpolator, bumpNodeValue, createParallelShiftedCurve, createTweakedCurve, displayString, getCalibComponents, getCompMeasures, getCompQuotes, getName, getNodeDate, getQuote, getStartDate, initializeCalibrationRun, numCalibNodes, setFlatValue, setNodeValue
public abstract CurrencyPair getCurrencyPair()
public abstract JulianDate getSpotDate()
public abstract double getFXSpot()
public abstract boolean IsBasisBootstrapped()
public abstract double[] getFullFXFwd(ValuationParams valParam, DiscountCurve dcNum, DiscountCurve dcDenom, boolean bBasisOnDenom, boolean bFwdAsPIP)
valParam
- ValuationParamsdcNum
- Discount Curve NumeratordcDenom
- Discount Curve NumeratorbBasisOnDenom
- True if the basis is on the denominatorbFwdAsPIP
- True if the FX Forwards are to represented as PIP