Uses of Enum Class
com.quantfinlib.fx.CrossRateEngine.Op

Packages that use CrossRateEngine.Op

Package

Description

com.quantfinlib.fx

FX-specific market machinery — spot conventions through NDFs: CurrencyPair (pip/precision tables, T+1/T+2 spot lags, dual-calendar tenor dates with modified-following and end-end), SwapPointsCurve (quoted forward points → outrights, broken dates linear in days, covered-interest-parity carry), FxSwap (near/far legs, points MTM, roll cost), Ndf (fixing vs settlement lags per restricted currency, USD-settled difference amounts), FxVolSurface (delta-quoted smiles — ATM DNS, RR/BF wings, premium-adjusted delta↔strike solving), FixingRisk (WM/R-window TWAP/VWAP tracking error and participation), and the hot-path pieces: AggregatedBook (zero-alloc multi-venue BBO with venue attribution), CrossRateEngine (streaming synthetic crosses chained on the bus consumer thread), FxTierBook (per-LP size-tier ladders: sweep cost and full-amount quotes), LpScorecard (streaming last-look analytics: reject rate, hold, post-reject markout), LpRouter (expected-all-in routing that prices rejects into the decision) and SyntheticCross (direct-vs-legs execution arithmetic with spread composition).

Uses of CrossRateEngine.Op in com.quantfinlib.fx

Subclasses with type arguments of type CrossRateEngine.Op in com.quantfinlib.fx

Modifier and Type	Class	Description
static enum	CrossRateEngine.Op	How the two leg prices compose into the cross.

Methods in com.quantfinlib.fx that return CrossRateEngine.Op

Modifier and Type	Method	Description
static CrossRateEngine.Op	CrossRateEngine.Op.valueOf(String name)	Returns the enum constant of this class with the specified name.
static CrossRateEngine.Op[]	CrossRateEngine.Op.values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods in com.quantfinlib.fx with parameters of type CrossRateEngine.Op

Modifier and Type	Method	Description
int	CrossRateEngine.addCross(String legA, String legB, String crossSymbol, CrossRateEngine.Op op, TickListener listener)	Registers a synthetic cross.
static double	SyntheticCross.buySavings(double directAsk, CrossRateEngine.Op op, double bidA, double askA, double bidB, double askB)	Savings per unit of buying synthetically instead of directly (positive = the legs are cheaper).
static boolean	SyntheticCross.buySyntheticWins(double directAsk, CrossRateEngine.Op op, double bidA, double askA, double bidB, double askB)	True when buying through the legs beats the direct ask (NaN-safe: false).
static double	SyntheticCross.sellSavings(double directBid, CrossRateEngine.Op op, double bidA, double askA, double bidB, double askB)	Mirror: extra proceeds per unit of selling via the legs (positive = legs win).
static boolean	SyntheticCross.sellSyntheticWins(double directBid, CrossRateEngine.Op op, double bidA, double askA, double bidB, double askB)	True when selling through the legs beats the direct bid (NaN-safe: false).
static double	SyntheticCross.syntheticAsk(CrossRateEngine.Op op, double bidA, double askA, double bidB, double askB)	All-in synthetic ASK (cost to BUY the cross via the legs).
static double	SyntheticCross.syntheticBid(CrossRateEngine.Op op, double bidA, double askA, double bidB, double askB)	All-in synthetic BID (proceeds of SELLING the cross via the legs): the mirror of SyntheticCross.syntheticAsk(com.quantfinlib.fx.CrossRateEngine.Op, double, double, double, double).