Uses of Class
com.quantfinlib.fx.Ndf

Packages that use Ndf

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

Uses of Ndf in com.quantfinlib.fx

Methods in com.quantfinlib.fx that return Ndf

Modifier and Type	Method	Description
static Ndf	Ndf.of(CurrencyPair pair, double baseNotional, double contractRate, LocalDate fixingDate, LocalDate settlementDate)	Explicit dates (broken dates, historical bookings).
static Ndf	Ndf.of(CurrencyPair pair, LocalDate tradeDate, String tenor, double contractRate, double baseNotional)	Books an NDF at a market tenor: settlement from the pair's tenor arithmetic, fixing walked back by the restricted (quote) currency's lag counted in local (quote-calendar) business days — the market convention: an RBI/KFTC/PTAX fixing publishes on its local business days regardless of USD holidays.
static Ndf	Ndf.of(CurrencyPair pair, LocalDate tradeDate, String tenor, double contractRate, double baseNotional, int fixingLagDays)	As Ndf.of(CurrencyPair, LocalDate, String, double, double) with an explicit fixing lag.