Uses of Interface
com.quantfinlib.credit.MultiCurrencyExposureSimulator.Curve

Packages that use MultiCurrencyExposureSimulator.Curve

Package	Description
com.quantfinlib.credit	Credit curves, CDS pricing and credit spreads.

Uses of MultiCurrencyExposureSimulator.Curve in com.quantfinlib.credit

Methods in com.quantfinlib.credit that return MultiCurrencyExposureSimulator.Curve

Modifier and Type	Method	Description
MultiCurrencyExposureSimulator.Curve	MultiCurrencyExposureSimulator.Domestic.discount()	Returns the value of the discount record component.
MultiCurrencyExposureSimulator.Curve	MultiCurrencyExposureSimulator.Foreign.discount()	Returns the value of the discount record component.
static MultiCurrencyExposureSimulator.Curve	MultiCurrencyExposureSimulator.Curve.of(DiscountCurve c)	Adapter for a 2.1 multi-curve DiscountCurve (time in ACT/365F years).
static MultiCurrencyExposureSimulator.Curve	MultiCurrencyExposureSimulator.Curve.of(YieldCurve c)	Adapter for a YieldCurve.
MultiCurrencyExposureSimulator.Curve	MultiCurrencyExposureSimulator.ForeignSwap.projection()	Returns the value of the projection record component.
MultiCurrencyExposureSimulator.Curve	MultiCurrencyExposureSimulator.Swap.projection()	Returns the value of the projection record component.

Constructors in com.quantfinlib.credit with parameters of type MultiCurrencyExposureSimulator.Curve

Modifier	Constructor	Description
	Domestic(MultiCurrencyExposureSimulator.Curve discount, double meanReversion, double rateVol)	Validates the parameters.
	Foreign(MultiCurrencyExposureSimulator.Curve discount, double meanReversion, double rateVol, double spot, double fxVol)	Validates the parameters.
	ForeignSwap(int pair, MultiCurrencyExposureSimulator.SwapTerms terms, MultiCurrencyExposureSimulator.Curve projection)	Validates.
	Swap(MultiCurrencyExposureSimulator.SwapTerms terms, MultiCurrencyExposureSimulator.Curve projection)	Validates.