Uses of Class
com.quantfinlib.fx.LpScorecard

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

    Constructors in com.quantfinlib.fx with parameters of type LpScorecard
    Modifier
    Constructor
    Description
     
    LpRouter(FxTierBook book, LpScorecard card, double maxRejectRate)
    Wiring requirement: the scorecard's markout penalty only works if card.onMid is fed composite mids on the same clock as onReject — 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.