Package | Description |
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net.objectlab.kit.fxcalc |
New to 1.4.0: FX Market Convention and FX Rates, including cross currency calculations.
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Modifier and Type | Method and Description |
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CurrencyPair |
CurrencyPair.createInverse()
Returns a new CurrencyPair ccy2 / ccy1 (useful for FxRate).
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CurrencyPair |
FxRateImpl.getCurrencyPair() |
CurrencyPair |
FxRate.getCurrencyPair()
The CurrencyPair as in Ccy1/Ccy2 where the Bid will be the price for selling ccy1 and buying ccy2.
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static CurrencyPair |
CurrencyPair.of(String ccy1,
String ccy2) |
Modifier and Type | Method and Description |
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Map<CurrencyPair,FxRate> |
FxRateCalculatorBuilder.getRatesSnapshot() |
Modifier and Type | Method and Description |
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static FxRate |
CrossRateCalculator.calculateCross(CurrencyPair targetPair,
FxRate fx1,
FxRate fx2,
int precision,
int precisionForInverseFxRate,
MajorCurrencyRanking ranking,
int bidRounding,
int askRounding,
CurrencyProvider currencyProvider)
Calculate the cross rate, use this only if required.
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Optional<String> |
CurrencyPair.findCommonCcy(CurrencyPair otherPair)
Given another CurrencyPair find the common Currency (if any) or the first if both are identical
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Optional<FxRate> |
FxRateCalculatorImpl.findFx(CurrencyPair ccyPair) |
Optional<FxRate> |
FxRateCalculator.findFx(CurrencyPair ccyPair)
Find or calculate the FX Rate for the given pair.
|
Optional<FxRate> |
BaseFxRateProvider.getLatestRate(CurrencyPair pair)
Up to the implementer to get the latest FX Rate for the given pair, that could be from your DB, from Reuters or
your own market making tools.
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boolean |
MajorCurrencyRanking.isMarketConvention(CurrencyPair pair) |
boolean |
MajorCurrencyRankingImpl.isMarketConvention(CurrencyPair pair)
returns true if the pair.ccy1 is the major one for the given currency pair.
|
String |
MajorCurrencyRanking.selectMajorCurrency(CurrencyPair pair) |
String |
MajorCurrencyRankingImpl.selectMajorCurrency(CurrencyPair pair)
Given a CurrencyPair, return the major Currency if there is one, otherwise returns the first currency.
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Constructor and Description |
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FxRateImpl(CurrencyPair currencyPair,
String crossCcy,
boolean marketConvention,
BigDecimal bid,
BigDecimal ask,
CurrencyProvider currencyProvider) |
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