Uses of Enum Class
com.quantfinlib.fx.CrossOp
Packages that use CrossOp
Package
Description
FX market conventions and instruments, from spot dates to NDFs.
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Uses of CrossOp in com.quantfinlib.fx
Subclasses with type arguments of type CrossOp in com.quantfinlib.fxMethods in com.quantfinlib.fx that return CrossOpModifier and TypeMethodDescriptionstatic CrossOpReturns 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 CrossOpModifier and TypeMethodDescriptionstatic doubleSyntheticCross.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 booleanSyntheticCross.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 doubleSyntheticCross.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 booleanSyntheticCross.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 doubleSyntheticCross.syntheticAsk(CrossOp op, double bidA, double askA, double bidB, double askB) All-in synthetic ASK (cost to BUY the cross via the legs).static doubleSyntheticCross.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 ofSyntheticCross.syntheticAsk(CrossOp, double, double, double, double).