Uses of Enum Class
com.quantfinlib.fx.CrossOp

Packages that use CrossOp
Package
Description
FX market conventions and instruments, from spot dates to NDFs.
  • Uses of CrossOp in com.quantfinlib.fx

    Subclasses with type arguments of type CrossOp in com.quantfinlib.fx
    Modifier and Type
    Class
    Description
    enum 
    How two leg prices compose into a cross rate.
    Methods in com.quantfinlib.fx that return CrossOp
    Modifier and Type
    Method
    Description
    static CrossOp
    CrossOp.valueOf(String name)
    Returns the enum constant of this class with the specified name.
    static CrossOp[]
    CrossOp.values()
    Returns an array containing the constants of this enum class, in the order they are declared.
    Methods in com.quantfinlib.fx with parameters of type CrossOp
    Modifier and Type
    Method
    Description
    static double
    SyntheticCross.buySavings(double directAsk, CrossOp op, double bidA, double askA, double bidB, double askB)
    Savings per unit of buying synthetically instead of directly (positive = the legs are cheaper).
    static boolean
    SyntheticCross.buySyntheticWins(double directAsk, CrossOp op, double bidA, double askA, double bidB, double askB)
    True when buying through the legs beats the direct ask (NaN-safe: false).
    static double
    SyntheticCross.sellSavings(double directBid, CrossOp op, double bidA, double askA, double bidB, double askB)
    Mirror: extra proceeds per unit of selling via the legs (positive = legs win).
    static boolean
    SyntheticCross.sellSyntheticWins(double directBid, CrossOp op, double bidA, double askA, double bidB, double askB)
    True when selling through the legs beats the direct bid (NaN-safe: false).
    static double
    SyntheticCross.syntheticAsk(CrossOp op, double bidA, double askA, double bidB, double askB)
    All-in synthetic ASK (cost to BUY the cross via the legs).
    static double
    SyntheticCross.syntheticBid(CrossOp op, double bidA, double askA, double bidB, double askB)
    All-in synthetic BID (proceeds of selling the cross via the legs): the mirror of SyntheticCross.syntheticAsk(CrossOp, double, double, double, double).