Class SwapPointsCurve.Builder

java.lang.Object

com.quantfinlib.fx.SwapPointsCurve.Builder

Enclosing class:

SwapPointsCurve

public static final class SwapPointsCurve.Builder
extends Object

Accumulates tenor/points quotes, then freezes them into a curve.

Method Summary

Modifier and Type	Method	Description
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.
SwapPointsCurve	build()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

add

public 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. Negative points are normal when the base currency yields more than the quote currency.

build

public SwapPointsCurve build()