Uses of Class
com.quantfinlib.fx.SwapPointsCurve

Packages that use SwapPointsCurve

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

Uses of SwapPointsCurve in com.quantfinlib.fx

Methods in com.quantfinlib.fx that return SwapPointsCurve

Modifier and Type	Method	Description
SwapPointsCurve	SwapPointsCurve.Builder.build()

Methods in com.quantfinlib.fx with parameters of type SwapPointsCurve

Modifier and Type	Method	Description
static FxSwap	FxSwap.atMarket(SwapPointsCurve curve, String nearTenor, String farTenor, double baseNotional)	At-market swap struck off a points curve: both legs at the curve's outrights, so inception value is zero by construction.
double	FxSwap.markToMarket(SwapPointsCurve current)	Undiscounted mark-to-market in quote currency against a current curve: each leg's (current forward − traded rate) × signed base notional.
double	FxSwap.markToMarket(SwapPointsCurve current, YieldCurve quoteDiscount)	Discounted mark-to-market: live-leg P&Ls discounted off a quote-currency zero curve (ACT/365 from the valuation curve's spot date).
double	Ndf.markToMarket(SwapPointsCurve current)	Undiscounted mark-to-market in base currency: the settlement formula evaluated at the curve's forward to the fixing date — the date the payoff actually references.
double	Ndf.markToMarket(SwapPointsCurve current, YieldCurve baseDiscount)	Discounted mark-to-market: the expected settlement discounted from the settlement date on a base-currency (USD) zero curve, ACT/365 from the curve's spot.