Uses of Record Class
com.quantfinlib.pricing.TriangularArbitrage.Quote

Packages that use TriangularArbitrage.Quote

Package	Description
com.quantfinlib.pricing	Option and derivatives pricing models, implied volatility and volatility surfaces.

Uses of TriangularArbitrage.Quote in com.quantfinlib.pricing

Methods in com.quantfinlib.pricing with parameters of type TriangularArbitrage.Quote

Modifier and Type	Method	Description
static double	TriangularArbitrage.arbitrageBps(TriangularArbitrage.Quote ab, TriangularArbitrage.Quote bc, TriangularArbitrage.Quote ac)	Best executable round-trip edge in basis points (positive = arbitrage): Path 1 — buy A synthetically via B (ab.ask * bc.ask) and sell it directly at ac.bid. Path 2 — buy A directly at ac.ask and sell it via B at ab.bid * bc.bid.
static boolean	TriangularArbitrage.exists(TriangularArbitrage.Quote ab, TriangularArbitrage.Quote bc, TriangularArbitrage.Quote ac, double thresholdBps)	True when the executable edge exceeds thresholdBps (e.g. costs).
static double	TriangularArbitrage.impliedCrossMid(TriangularArbitrage.Quote ab, TriangularArbitrage.Quote bc)	The no-arbitrage cross rate implied by the two leg mids.