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

Packages that use SwapPointsCurve.Builder

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

Uses of SwapPointsCurve.Builder in com.quantfinlib.fx

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

Modifier and Type	Method	Description
SwapPointsCurve.Builder	SwapPointsCurve.Builder.add(String tenor, double pips)	Adds a pillar quoted in pips (market form: "1M EURUSD +12.6"), scaled by the pair's pip size internally.
static SwapPointsCurve.Builder	SwapPointsCurve.builder(CurrencyPair pair, LocalDate tradeDate, double spotRate)
SwapPointsCurve.Builder	SwapPointsCurve.Builder.preSpot(LocalDate valueDate, double pipsToSpot)	Pre-spot value date (today or tomorrow) with the cumulative swap points, in pips, from that date to spot: the outright for that date is spot − points.