Uses of Class
com.quantfinlib.fx.FxVolSurface.Builder

Packages that use FxVolSurface.Builder

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

Uses of FxVolSurface.Builder in com.quantfinlib.fx

Methods in com.quantfinlib.fx that return FxVolSurface.Builder

Modifier and Type	Method	Description
FxVolSurface.Builder	FxVolSurface.Builder.add(double expiryYears, double forward, double atmVol, double rr25, double bf25)	25Δ-only smile quote (rr/bf in absolute vol, e.g. 0.01 = 1 vol point).
FxVolSurface.Builder	FxVolSurface.Builder.add(double expiryYears, double forward, double atmVol, double rr25, double bf25, double rr10, double bf10)	Full five-pillar quote with 10Δ wings.
FxVolSurface.Builder	FxVolSurface.Builder.add(double expiryYears, double forward, double foreignDiscountFactor, double atmVol, double rr25, double bf25, double rr10, double bf10)	Quote with the foreign discount factor e^{−r_f T}, needed for spot delta conventions.
FxVolSurface.Builder	FxVolSurface.Builder.atmConvention(FxVolSurface.AtmConvention value)
static FxVolSurface.Builder	FxVolSurface.builder()
FxVolSurface.Builder	FxVolSurface.Builder.butterflyQuote(FxVolSurface.ButterflyQuote value)
FxVolSurface.Builder	FxVolSurface.Builder.deltaConvention(FxVolSurface.DeltaConvention value)
FxVolSurface.Builder	FxVolSurface.Builder.premiumAdjusted(boolean value)	Shortcut: forward delta, premium-adjusted or not.