Uses of Class
com.quantfinlib.fx.FxTierBook
Packages that use FxTierBook
Package
Description
FX market conventions and instruments, from spot dates to NDFs.
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Uses of FxTierBook in com.quantfinlib.fx
Constructors in com.quantfinlib.fx with parameters of type FxTierBookModifierConstructorDescriptionLpRouter(FxTierBook book, LpScorecard card, double maxRejectRate) Wiring requirement: the scorecard's markout penalty only works ifcard.onMidis fed composite mids on the same clock asonReject— without it markouts never mature, the penalty is silently zero, and routing degrades to displayed-price-plus-veto.LpRouter(FxTierBook book, LpScorecard card, double maxRejectRate, double holdUrgencyBpsPerMs) With a hold-time urgency: an LP's last-look hold is FX's latency dimension — while the LP holds the order, the market drifts against you.