Uses of Class
com.quantfinlib.fx.FxSwap

Packages that use FxSwap

Package	Description
com.quantfinlib.fx	FX market conventions and instruments, from spot dates to NDFs.

Uses of FxSwap in com.quantfinlib.fx

Methods in com.quantfinlib.fx that return FxSwap

Modifier and Type	Method	Description
static FxSwap	FxSwap.atMarket(SwapPointsCurve curve, String nearTenor, String farTenor, double baseNotional)	At-market swap struck off a points curve: both legs at the curve's outrights, so inception value is zero by construction.
static FxSwap	FxSwap.of(CurrencyPair pair, double baseNotional, LocalDate nearDate, double nearRate, LocalDate farDate, double farRate)	Explicit legs (off-market swaps, historical bookings).