Uses of Package
com.quantfinlib.fx

Packages that use com.quantfinlib.fx

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

Classes in com.quantfinlib.fx used by com.quantfinlib.fx

Class	Description
CrossOp	How two leg prices compose into a cross rate.
CurrencyPair	Market conventions for an FX currency pair: quotation precision, pip size, spot lag, and settlement-date arithmetic against both currencies' holiday calendars.
FxSwap	An FX swap: two offsetting FX exchanges (buy, or sell, base currency on the near date; sell, or buy, it back on the far date).
FxTierBook	Tiered multi-LP FX book: the depth structure e-FX actually has.
FxVolSurface	FX volatility surface built from the market's delta-quoted smile: ATM, 25-delta risk reversal and butterfly, optionally 10-delta wings.
FxVolSurface.AtmConvention	Which strike the ATM vol refers to.
FxVolSurface.Builder	Accumulates per-expiry delta quotes, then solves strikes once in FxVolSurface.Builder.build().
FxVolSurface.ButterflyQuote	What the quoted butterfly is.
FxVolSurface.DeltaConvention	How the quoted deltas are defined (Reiswich and Wystup 2010, table 1).
FxVolSurface.SmilePillar	One expiry's solved smile: absolute strikes and vols, low to high strike.
LpScorecard	Streaming per-LP execution quality: the taker-side answer to last look.
Ndf	A non-deliverable forward: the FX forward for restricted currencies (INR, KRW, TWD, BRL, CNY, ...) where the local currency never moves.
SwapPointsCurve	FX forward (swap-points) curve: the market's quoted forward points per tenor, turned into outright forwards for any settlement date.
SwapPointsCurve.Builder	Accumulates tenor/points quotes, then freezes them into a curve.