Uses of Class
com.quantfinlib.crb.CrbHedgeUniverse

Packages that use CrbHedgeUniverse

Package	Description
com.quantfinlib.crb	The central risk book: one netted view of the firm's risk across desks and products, with internalization, routing and hedging.

Uses of CrbHedgeUniverse in com.quantfinlib.crb

Methods in com.quantfinlib.crb that return CrbHedgeUniverse

Modifier and Type	Method	Description
CrbHedgeUniverse	CrbHedgeUniverse.add(String name, double costPerUnit, String[] factors, double[] perUnit)	A general instrument: per-unit loadings onto named factors.
CrbHedgeUniverse	CrbHedgeUniverse.addFxForward(String name, String pair, double rate, double costPerUnit)	An FX forward/spot hedge on pair: one unit of base notional loads the two currency legs exactly as a booked trade would.
CrbHedgeUniverse	CrbHedgeUniverse.addSingleFactor(String name, String factor, double costPerUnit)	An instrument that is one unit of exactly one factor.